You need two changes:
-Anna stays Catholic
-Charles IX of France lives longer and has son, so Henry is not direct heir to the throne.
And likely third-Anna Jagiellon dies earlier.
Then it is possible-Henry promised to marr 50 years old Anna Jagiellon, but he tried to avoid that marriage, if he managed to delay it until Anna Vasa is marriagable (around 1585) or her aunt is dead by this time then yes-such marriage would be favored as it could provide Commonwealth with heir with Jagiellonian blood.