After defeating Lazio, Real Sociedad, RB Leipzig and Copenhagen respectively, Bayern Munich, Paris Saint-Germain, Real Madrid and Manchester City secured their places in the next round of the competition.
Four more ties will take place next week, featuring teams such as Arsenal, Barcelona and Inter Milan.
Before the Champions League quarter-final draw next Friday, Abdo asked Henry and Micah Richards which of the favourites they would like to face in the next round.
The ex-Man City defender chose Bayern, who won against Lazio on Tuesday but are having difficulties in the Bundesliga.
Abdo then posed the same question to the Arsenal legend, who declined to answer.
He said the Gunners should concentrate on the challenge ahead of them as they are behind Porto 1-0 before next week’s second-leg.
“We’re not through… we lost one-nil. We’re behind the eight ball.”
Abdo pressed Henry for an answer, saying if Arsenal do progress who would he want in the quarter-final.
But the Frenchman stayed firm and did not answer as Jamie Carragher also picked Bayern.
Arsenal conceded a goal in the 94th minute in last month’s first-leg clash.
They will look to overturn the deficit next Tuesday when they host their Portuguese counterparts.
Speaking after the result, Mikel Arteta lamented his side’s showing in Porto.
“I am very disappointed with the way we gave the game away at the end. Not managing that situation well enough. You get punished in the Champions League. If you cannot win it, you don’t lose it,” he said.
“We dominated the game but we lacked purpose, especially in the first half. You need to have much more aggression, you need to break lines, to play forward and generate much more threat on that backline.
“In the second half there were much better things and we generated a lot of situations, without really creating much from it. We will learn from it. Now it is clear, it is half time. If you want to be in the quarter-finals you have to beat your opponent.”