Why does herny like jazz

Sheldon gets a gig at a club called Black Elks playing for a famous jazz musician named Oscar Holden. After sneaking into the club, Holden plays a special song for them called "Alley Cats". Henry loves the analogy of being an alley cat and sneaking into places they were not allowed into. He likes the freedom that Jazz makes him feel. The music frees him from being categorized by his ethnicity.