It is said that Henry VIII commuted Anne Boleyn's sentence from burning at the stake to beheading by axe and then beheading by sword as an act of mercy. There are many different theories as to why Henry VIII decided to book the French swordsman:-
1) Anne requested it - Can't be true as he would have had to have booked the swordsman before her trial.
2) It was to allow him to use a more merciful death as a bargaining chip to annul the marriage.
3) It was in honour of Anne's "Frenchness".
4) It was a political move to show Europe that he was showing Anne mercy or giving her a more queenly death.
5) He wanted to give her a more merciful death because he knew she was innocent.

Of course, none of these reasons apply to Catherine Howard who was never crowned queen, who was guilty of adultery (well, plenty of evidence was given) and had no "Frenchness". By this time, Henry did not need to worry about what Europe thought of him executing his Queen and he had no need to bargain with Catherine.

Just my opinion, I'd love to hear what others think.