The questions of Henderson's vision of Africa and Saul Bellow's vision of Africa are separate issues. We can directly address Henderson's feelings, observations and hopes for Africa by referring to the text of the novel. Assessing Bellow's personal views would be a project demanding biographical research and could only be indirectly gleaned from a reading of Henderson the Rain King.
The Africa of the novel features some people with superstitions and very little education and some with college degrees and great spiritual and philosophical sophistication. It is a place of dream logic, often, and a place where one's inner-life can be borne outward. In short, the novel's Africa is a work of (and for) fiction. For Bellow's needs, it is also a place of contrasts, complexity and comedy.
In Henderson's case, Africa is hoped to be a place where he can escape his domestic troubles.
"The components of Henderson’s problematic life—potential sources of pride, pleasure, and meaningful identity such as his family, farm, animals, money and violin lessons—are unbearable burdens" (eNotes).
The first five chapters of the novel are spent describing these troubles and developing Henderson's characteristic "want" and his existential sense of purposelessness. He is empty in America and hopes that, somehow, Africa might fill him up.
Quickly, the continent stirs him as he narrates his journey to the interior: "Africa reached my feelings right away even in the air, from which it looked like the ancient bed of mankind." Importantly, Henderson realizes that he is undertaking an act of creation in his views of Africa before his plane even lands. In recognizing that he "dreamed down at the clouds," Henderson is already generating his own Africa.
As is his norm, Henderson is nearly made insensible with "a certain emotion" and thinks, of emotion, that he has "brought a sizable charge" with him on the journey. He repeats to himself:
"Bountiful life! Oh how bountiful life is."
Henderson believes for a while that Africa might fill him up as he has hoped. When he finally sets out with Romilayu to trek on foot off the beaten path, Henderson reflects that his "object in coming her was to leave certain things behind." Taken as a whole, Henderson's vision of Africa is one of positive and creative hope, which seems to have very little to do with the actual, factual continent and its peoples.
Henderson's Africa is, rather, a part of Henderson's own story wherein he hopes to discover an emotional truth that will also satisfy him intellectually. If he is lucky, Africa will be a final articulation of the question of what he wants out of life and it will also be the answer.
This thematic notion is clarified subtly in the final pages of the novel as Henderson reflects on his time spent with a trained bear and with his pigs (from the novel's opening chapters).
"[B]rothers in our souls -- I enbeared by him and he probably humanized by me -- I didn't come to the pigs as a tabula rasa. It only stands to reason. Something deep already was inscribed on me."
For Henderson, Africa is not a geographical place then as much as it is a spiritual and self-created (self-creating) place. He projects himself there.
To take a quick look at Saul Bellow's views of Africa, we might refer to one very important fact.
"Bellow had not been to Africa when he wrote this book. (Asked why not, he replied, 'Why should I go to Africa?' A rather superb statement of imaginative autonomy.)" (NYTimes)
This stark fact serves to reinforce the idea that the views of Africa expressed in the novel belong to a fictional character primarily. The author's views, as channeled through his protagonist Henderson, are skewed by Henderson's point of view, his romanticism and his urgencies. The Africa of the novel is often absurd and contradictory, but the protagonist is marked by these characteristics as well. So separating Henderson from his very particular Africa is not an easy task.