It may seem strange that Uncle Henry wanted his nephews to be accompanied by Lucky Luke since, as the only honest man he knew, Henry should have expected Luke to prevent the murders... but then you learn that his lawyer sent the money to the orphanage before the Daltons had been arrested and the children see Henry as a benefactor. Henry wanted to give the money to the children, but also to preserve his reputation as an outlaw. The murders were just an excuse to not give the money to his family and Luke was there to make sure the Daltons would fail.
