How many applications of henna did you do? Like everyone else said, I really doubt it is your natural curl pattern and more likely something else.
Checklist for excessive tangles and SSKs:
[] Unmanaged high porosity (slide a finger upwards on a shed hair - if it feels anything but smooth, your cuticles are standing up and inclined to snag on each other a la velcro.)
[] Low moisture or protein levels (^ cuticles again)
[] Not stretching hair when it's in a wet state, not focusing on keeping the roots stretched especially.
[] Fine curly hair - naturally unavoidable, sorry, but you can avoid it by going for straighter styles... with or without heat.
[] Inappropriate tools - what type of comb are you using?
[] Infrequent dusting - damaged ends stick out at odd angles, sometimes several angles, and that makes it easy for stray hair and shedding to loop through and form a knot.
[] Living in a region with hard water w/o using products to remedy this once in a while.
I struggled with this for a while myself, and my personal cause was 1) not stretching my hair after co-washing and b) not thinking about my hair state on a microscopic level. My hair looked moisturised, sure, but it didn't retain it for several days (and daily moisture = awful for fine hair) and my protein is on point too so I figured it was unaddressed porosity issues after a looooooooooong while of thinking.
Pre-pooing with ceramides instead of moisturising oils (i.e wheatgerm/sunflower instead of coco), sealing with ACV or aloe, cold rinses, regular light protein plus a switch up in style, and I'm okay now.
Also, check out the fine hair thread! I recall several people being confused about tangles there.