That's weird and I don't know what's the problem there. I just tested it right now and it's still working for me. Latest Henkaku beta and PS4 firmware.I just got powerlime adapters so I tried out a direct ethernet connection to see if remote play worked, and it still prompted me to update and didn't work. Am I missing a step or is it just not going to work through henkaku?
Maybe you had to set it up before, when PSN was still working or something like that. I hope someone else knows a solution.