The local man started slowly as Federer looked to wrap up a quick win, but Benneteau had three set points in the second set tiebreak, converting at the second attempt as the match began to turn in his favor.
Carmelo Anthony, who had been on fire through three quarters in which he'd logged 35 points, went up for a huge dunk attempt, but was denied at the rim by Indiana's 7-foot-2 center Roy Hibbert.
The Welshman then missed his next attempt before a sustained spell of Bath forward pressure allowed Mercer to reduced the arrears to threepoints, but Heathcote was unable to convert.