You certainly don't want to force the issue, no. Here are a few thoughts (in general) about possible ramifications:
1. Part of the reason an adventuring party can enter and leave dungeons without being detected or chased down is because they are a small special-forces sized group. As a small group, it's easier to move without being detected. A large force is less likely to be able to do so. Lairs with even semi-alert guardians will certainly be more prepared should they be approached by a company of men. Finding the adventurer's base-camp where they rest is much easier when its a large group.
2. Minor wandering monsters might avoid a large party, but really powerful ones might be attracted to it.
3. Adventurers who create company-sized formations will attract considerably more attention from the local rulers, who may grow concerned over whether they are "planning something".
4. Don't neglect the limits on availability of armor, weapons, and food in settlements. Buying iron rations for 5 is usually easy in any settlement. Buying iron rations - or warhorse fodder - for 50 can strain the logistics.
5. Pay close attention to morale. Remember that each time a henchman levels and each time he suffers a calamity, that's a morale check. In small groups, it's easy to compensate for calamities with a steady supply of bonus cash and magic items, but with lots and lots of henchmen it's harder to keep each one loyal. And what happens to the ones that leave the party's service? Maybe they start a rival party. If enough fail at once, maybe they try to overthrow the party and take the treasure!
6. More henchmen will mean slower leveling. At some point the party will find that it has leveled so slowly that it begins to hit a painful plateau where they are tackling things that are too powerful for them, despite their numbers. (This has happened in some of my campaigns). They will naturally drop the number of henchmen they take, at that point.
But let me also suggest another way of thinking about it. If your party really likes henchmen, it's possible that they may be ready to move up to a more strategic level of play - and you should take advantage of that. I could see two possibilities.
1) An NPC approaches them with the opportunity to do a large-scale expedition into a dangerous wilderness. Once in the wilderness there'll be no easy way to get back to civilization, so they'll only have the food, water, supplies, treasure, and henchmen they bring with them. The henchmen become a non-renewable resource. You dont take all of them into the dungeon because you need some to guard the base-camp you establish in the wilderness, and so on. A module like Isle of Dread is ideal for this (and, in fact, served that purpose at around this point in the original Auran Empire campaign).
2) An NPC approaches them and asks if they'll hire into his service as a mercenary company. They can then be hired to do raids and battles on enemy towns, pillage and sack, fight engagements, and so on. This would let you introduce Domains at War mechanics.
3) An NPC offers to make one of the PCs his vassal with a minor noble title, if he will clear out location X in your sandbox. This gives them a settlement/base from which to operate for deeper forays, but will tie up many of their henchmen in guarding the base and the caravans back and forth and so on. It also raises the opportunity for mass combat.
Hope that's some helpful thoughts.