This question is based from "Pygmalion", a play that was written by George Bernard Shaw. And based on this play, how Henry responds when Mrs. Higgins scolds him is that he completely ignores her. Given the fact that Henry is totally unaware and ignorant about good manners, he simply just ignore her for he believes that there is nothing that he should apologize for. Hope this helps.
How does Henry respond when Mrs. Higgins scolds him? He defies her. He protests, but obeys. He completely ignores her. He is shocked at her nerve.