Henge is a ninjutsu and as we see in the series, it has a physical form. When Naruto transforms into a Fuuma Shuriken, he literally becomes one. Sasuke has done the same thing. When Naruto transformed with Gamabunta he actually transformed into the fox as, the presence of claws affecting Shukaku demonstrates this. There are clear limits to it (size limit in terms of how big or small you can make yourself) but otherwise you're functionally the same. Shadow Clones are also shown to generate blood and have fully formed chakra systems, meaning until they dispel, they are functionally human.