In 1977, in an interview with the Paris Review, Joan Didion said some very true things about Henry James.
He wrote perfect sentences, too, but very indirect, very complicated. Sentences with sinkholes. You could drown in them. I wouldn’t dare to write one. I’m not even sure I’d dare to read James again. I loved those novels so much that I was paralyzed by them for a long time. All those possibilities. All that perfectly reconciled style. It made me afraid to put words down.
(via)

I always through his earlier style was more direct; Didion’s comment applies more to his later work.
He seems to have spoken a lot like that too, going by the entries on him in the Oxford Book Of Literary Anecdotes.
I agree that she meant the late style; frequently James’ work is read teleologically, with all the ‘good’ early stuff, like ‘Portrait’ being read like proto-James.