Henie participated in 12 world championships -- 1924 (5th out of 7, at age 11), 1926 (2nd out of 6), and 1927-36 (1st). I don't know why she skipped 1925.
So yeah, Kwan has gone to more Worlds in a row.
Elena Liashenko's first Worlds was also 1994, but she missed 1997 (Ukraine only had one spot that year, and Yulia Lavrenchuk took it), so she's equal to Henie on participation but nowhere close on results.
Would be interesting but time consuming to research more whether anyone has gone to more than 12, especially in a row. More likely in other disciplines.
So yeah, Kwan has gone to more Worlds in a row.
Elena Liashenko's first Worlds was also 1994, but she missed 1997 (Ukraine only had one spot that year, and Yulia Lavrenchuk took it), so she's equal to Henie on participation but nowhere close on results.
Would be interesting but time consuming to research more whether anyone has gone to more than 12, especially in a row. More likely in other disciplines.