As Henman trooped off, you got the feeling that he would have few words of encouragement for Agassi after a 72-minute masterclass from Federer, who has now won 20 matches in a row this year.
Henman said: "I feel somewhat disappointed with the way I played but he makes it look easy."
The fact that Federer has only been beaten once in his past 46 games will be of some comfort to the 30-year-old Briton but he has been around the game long enough to realise that it will take a serious loss of form by Federer to allow anyone else to win one of the three remaining Grand Slams this year - or even a Masters title.
There were times when Henman appeared to be matching Federer shot for shot, only for the Swiss player to suddenly produce an amazing winner.
Henman has six career wins over Federer, but has lost the last three meetings, not winning a set.
With Federer dominating the top spot in the rankings it seems certain that Henman's dreadful record against anyone with the No1 world ranking alongside their name is going to continue.
Henman has faced the best player in the world 14 times during his career and there has been just one win - against Federer.
Sixth seed Henman wanted to play with abandon and put Federer offbalance by using the natural serve and volley game that can be so effective on American hard courts.
However, this plan has to be executed with the minimum of mistakes
and that was not the case last night. On too many occasions, Henman made unforced errors at crucial moments.
He was broken once in the first set and twice in the second as the World No1 ruthlessly exposed this weakness.
Henman, watched at courtside by his parents and wife Lucy, said:
"Roger has played this way for a long, long time and that's why he has separated himself from everybody else.
"He makes it look easy. Every facet of his game is of such a high quality and while there are plenty of guys that serve bigger than him, he does not get broken that often. His movement is a factor that people don't really talk about much. It is so difficult to get him out of position. Even if you do, he still has the ability in his hand skills to produce something special."
Henman remains confident going into the clay court season, which last year saw him reach the French Open semifinals for the first time.
He added: "I am much more positive and optimistic, almost to the stage of being excited about the clay after the way that I played last year."
Federer was typically gracious in victory but admitted he had been too good, stating: "Tim is one of the guys on tour who I have had a bad record against and I was happy to get this over early. It was
easier than I expected. As the topranked player, you just don't want to give away victories to other guys. Then they can say, 'Yeah, I beat the No1 player in the world.' At least you want to make it tough for them. This is the motivation I have and found. It makes me a better player, a tougher player.
" It was a great shame that I couldn't win the Australian Open, in January.
"People have said that I cannot now take the Grand Slam - so maybe I have to win all nine Masters titles instead!" Federer was joking , but the rest of the sport knows he is capable of that remarkable feat. Henman's next target is on clay in Monte Carlo, starting on 11 April.
