According to the Argentine newspapers, Henman said "First service when he was 5-5 15-30? He lives in a world of dreams".
That quote is missing a key word. The actual quote (my emphasis, obviously) is
"First serve at 5-5, 15-30 when I think
your serve was in? I think he's in a dream world"
The line judge clearly thought it was out, Henman wasn't sure, and since there is no mark you have to accept the line judges call.