never heard of that one, but this from Wikipedia suggests the reference may not have been entirely approving
"Upright to the point of priggishness, he fined all who swore in his presence", according to Charles Carlton, a biographer of Charles I, who describes Henry as an "obdurate Protestant". In addition to the alms box that Henry forced swearers to contribute to, he made sure his household attended church services. His religious views were influenced by the clerics in his household, who came largely from a tradition of politicised Calvinism. Henry listened humbly, attentively, and regularly to the sermons preached to his household, and once told his chaplain, Richard Milbourne, that he esteemed most the preachers whose attitude suggested, "Sir, you must hear me diligently: you must have a care to observe what I say."