Except Henry didn't do his job properly: His earlier exam of the subway conductor missed the obvious trauma (where the poison was applied) behind the conductor's ear. -- This was my one major procedural nitpick, even under "TV Rules." (And, this isn't a nitpick of your statement, just using it as a jumping off point.)
Regarding this pilot, add my voice to those who hated the voiceover. I think a better alternative, especially given that Judd Hirsch's character is Henry's pyschological son, would have been to use a gateway character who discovers Morgan's secret early on in the pilot. E.g., Henry calls Joel David Moore's character to rescue him because Hirsch's character is stuck in traffic somewhere.
I would have liked to see Alana de la Garza's character have a bit more personality, but that could easily get ironed out over the next several episodes. But, at least we have a female TV homicide detective whose actress is actually old enough to realistically be a homicide detective, let alone just have a detective's badge: Wikipedia lists de la Garza's age as 38 (born in June 1976).
The pilot's mystery-of-the-week did not seem as tight as it could have been (even without the "Oops, I missed a major clue" issue mentioned above). I was uncertain as to whether we're supposed to think that the Mysterious Caller is just a Very Interested Observer. or a criminal mastermind who is pulling strings from behind a curtain.
And, I had to laugh at seeing Bones "squint" alum Joel David Moore as a medical examiner.
Overall, I don't see this series getting more than one season, and I doubt that it will get a full season order. But, it would be a shame if there was not an episode where Judd Hirsch's character has to 'borrow' a taxi in order to pick up Henry.