Why does henna continue to straighten naturally curly hair?

I have fine hair and I found that henna gives my hair lots of protein, strength, and a bit more thickness. I do my henna treatment (the CurlyNikki one) about once every 3 months. I recently found that my hair is losing its "snap-back" and my hair is starting to look like the beginnings of heat damaged hair. I want to continue to use henna, but I also want to keep my naturally coily hair. What can I do to have both?

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