I thought we had moved past this. Ugh...
Sion gains an incredibly large amount of health from his passive, gaining on average 20 or 30 max health per team fight plus 2 for every minion he has killed. With his incredible wave clear and map mobility, he will undoubtably have over 400 extra health by end game, increasing his health excluding other bonuses to around 2200. Including runes and masteries, this adds up to around 2420 or so health without any items, achieving on average 400 more health than other champions. This is further increased if Sion farms large monsters and/or does successful in the game, giving him around 100 or so more health.
Gnar's health bonus is NEVER meant to be a way for him to have more health than others (although he does, Mega Gnar having the highest health per level in the game), instead being an adjustment to his base stats to better suit the kit he is switching to. Also, Gnar's bonus health can severely save you by transforming in near death situations.