Huerga, Jiménez, and Novo introduced the notion of weak Henig proper solution sets for set optimization problems (J. Optim. Theory Appl. 195 (2022), 878-902). This paper aims to establish some characterizations of weak Henig proper solution sets for set optimization problems. We first obtain some properties of the Henig dilating cone and the continuity of nonlinear scalarizing functions with respect to the Henig dilating cone. Then, we derive density and connectedness of weak Henig proper solution sets for set optimization problems under some suitable conditions.