Tenth seed Carlos Moya booked his place in the end-of-season Masters Cup when he beat Frenchman Sebastien Grosjean 3-6 7-6 (12-10) 6-1.
And despite missing three months of this year through injury, Murray was still just one victory from securing a place in the Masters Cup - currently under way in Shanghai - for the world's best eight players.
Defeat was a blow to Henman's hopes of qualifying for the end-of-season Masters Cup.
His performances earned him a place at the prestigious end-of-season Masters Cup for the first time in his career.
Roger Federer, speaking in Shanghai ahead of the season-ending Masters Cup, said officials should come down "very hard" on gambling.
The 22-year-old, who pulled out of the end-of-year Masters Cup in Shanghai, has been struggling with tendonitis in his right knee.
But a strong finish to the year, including a tournament win in Vienna, ensured his place in the end-of-season Masters Cup.
"To achieve something like that at his age is amazing, " Murray told BBC Sport, before flying out to Shanghai for the season-ending Masters Cup.
American James Blake lost 4-6 7-6 6-4 to Croatia's Ivo Karlovic, a defeat that gives Andy Murray renewed hope of reaching the season-ending Masters Cup.
The Australian Open finalist could be out of action for up to three weeks - hitting his hopes of winning a place in the end-of-season Masters Cup.
The big-serving Russian, who is the world number seven, is aiming to secure his place in the season-ending Masters Cup for the top eight players in the rankings.
Ferrero was earlier knocked out of the Paris event by Jiri Novak but he and Roddick will go head-to-head for the year-end top spot at the Masters Cup.
Del Potro, 20, is currently seventh in the race to make the eight-man field for next month's Masters Cup.
Second seed Gonzalez, seventh in the Masters Cup race, overcame Croatian qualifier Roko Karanusic 6-4 7-6 to set up a meeting with unseeded Finn Jarkko Nieminen.
McIlroy is level on one under with Ryder Cup teammate Sergio Garcia, five-time major winner Phil Mickelson and Masters champion Bubba Watson.
The Dutchman beat top seed Srichaphan 7-5 6-1, dealing a serious blow to the Thai's hopes of making the Masters Cup in Houston next month.
Shanghai has made way for London and the Tennis Masters Cup has been rebranded the ATP World Tour Finals, but the principle remains the same - the best eight players in the world battling to end the year as the world champion.
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