There is the possibility that Henry and family ( including sisters ) may have suffered from some medical issues like diabetes or some circulatory issue ( and of course syphilis has been a suspicion almost since he died, but remains only that ), but it still is a bit of a mystery.
However bad luck probably plays a roll and was nothing unusual. Dynasties, great and small, died out all the time from a lack of legitimate male heirs. I forget the exact number, but tornover was high in the medieval world among noble houses ( I want to say about a third of them went extinct in the male line every generation, but I’d need to look for a cite ).
Take the Norman dynasty for example - William I ‘the Bastard’ ( i.e. ‘the Conqueror’ ) was himself illegitimate and just barely gained acceptance because of it. He had four sons who reached sexual maturity. Richard, his second, died in his teens of a hunting accident, unmarried. Robert, the eldest, had one legitimate male heir, William Clito, who while married ( twice ) died at age 27 from a battle wound, no heirs. William II ‘Rufus’, the third, was probably solely homosexual and died ( again of a hunting accident, unless he was assassinated ) in his forties, unmarried and without heirs. Henry I, the youngest, had ~35 bastards ( a probably record for the English monarchy 
), but only two legitimate heirs, one of whom was male. His male heir, William Audelin, perished in his early teens in the White Ship disaster ( when quite a few young nobles drowned ). Consequently the dynasty came to an end with Henry’s death in 1135.
The dynasty then switched to the house of Blois ( Stephen of Boulogne, Henry’s nephew ), then to the (1rst ) Angevin dynasty or Plantaganets through Henry I’s grandson Henry II, son of his daughter Mathilda and Geoffrey ‘Plante Geneste’ of Anjou, which held on for the next 300 years or so. In essense the conquering dynasty of England was gone after only two generations.
Given the hazards of battle ( a declining issue in Henry VIII’s time ) but more importantly the poor state of health care with the consequent very high infant mortality rate and simple dumb luck, failing to produce a viable male heir wasn’t at all rare.
- Tamerlane