Ek and Henry were pictured in the stands for Sunday's north London derby, in which Arsenal beat Tottenham 3-1.
Spotify owner Ek put forward a £1.8bn to buy the club from Stan Kroenke, an offer that remains on the table.
And while Henry says there is no dialogue between the two parties, the Gunners hero says Swedish billionaire Ek is not going anywhere.
"To be able to get there, you need to have someone respond on the other side," Henry told Monday Night Football. "It hasn't happened yet, but we and he is here to stay.
"So, let's see what's going to happen. But for the moment, we enjoyed the win yesterday.
"There's no dialogue at the moment and I feel it's going to be a long process. I said this the last time I was on the show [in May]. How long it's going to be, I don't actually know.
"But we are here to stay."
Need a VPN? Or seeking to switch? Then support Tribal Football by clicking here to sign up with our official partners NordVPN. Not only will you receive the best VPN experience, but also great discounts by signing up via Tribal Football. Thanks for your support!