The reason for the difference is a humongous discovery that happened between Henry the Navigator's time (1400s) and Cortez's (1500's). You may have guessed it: Christopher Columbus making the Eastern Hemisphere aware of the Western Hemisphere. This was a game-changer and changed the exploration priorities of the Portuguese and Spanish Empires.
Henry the Navigator, therefore, did not have the New World on his list of explorable places. For this reason, he and his country Portugal focused on exploring and developing influence in and around Africa. Cortez naturally was focused on the enormous two continents that had been discovered, spending his time conquering modern-day Mexico for the Spanish Crown.