Ek - a lifelong Arsenal fan - made his interest to buy the club for £1.8bn known earlier this year, but the Gunners' current owners Stan Kroenke and Josh Kroenke had no interest in selling.
The Spotify chief enlisted the help of club legends Henry, Patrick Vieira and Dennis Bergkamp in his efforts to be successful, and the former claims that Ek remains hopeful of a deal being struck.
Speaking to Sky Sports News, Henry said: "To be able to get there, you need to have someone respond on the other side. 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."
Ek and Henry were both at the Emirates to watch Arsenal beat Tottenham Hotspur 3-1 in Sunday's North London derby, and the latter singled out Bukayo Saka and Emile Smith Rowe for high praise after the game.