Scott Henderson superimposing on the pentatonic....why?

As clearly explained, the pentatonic shape can take us places where we want to be.  Scott Henderson explains how the B minor pentatonic shape can be taken a whole step up and a P5 up as well.  The reason as stated in the video is that IF we put the B minor pentatonic scale in the dorian position or 2nd degree, then we are assumed to be in the A major scale.

The A major scale has 3 minor chords that we can bank on in order to make the journey more exciting!

F# minor (the relative minor in A major)

B minor (dorian mode in A major)

C# minor (phrygian mode in A major)

The 3 degrees can be interchanged.  This adds flavor....!

Nothing wrong with sticking with just one of these over the key of A major, but spicing things up on the fretboard is Mr. Henderson's specialty.  Now, choosing which one of these you will turn into a blues scale is completely up to you :)