I'm not sure about getting it to trigger right when you buy them, but it should be somewhat straightforward for a story script to check the henchman's levels compared to the main character's levels, and then calling the level up function until it's equal. The trigger I would use would be something like DialogEnded, which is something that can be performed at will when necessary after purchasing the henchman.
The problem would come with identifying who the henchman is (or what their character template is) for the level up.