Henderson's rink - Lisa Davie, Hailey Duff, Katie McMillan and Watt - are competing in their first World Championships after their recent national championship win in Dumfries. Sophie Jackson's rink, who represented Great Britain at the Winter Olympics, were absent from that competition.
"This week maybe wasn't about making play-offs for us, it was more about gaining the experience and enjoying the week as a whole, so we will want to finish out strong against Norway and are just out to try our best and enjoy our last game," added Watt.
Having beaten Australia so comfortably earlier in the day, the Scots looked to be heading for another victory when they led Italy 4-1 after five ends.
But Stefania Constantini's rink struck back with a three at the sixth end and, although the Scots took a single to lead 5-4, the Italians scored at the final two ends to secure a victory that keeps them in the running for a play-off place.
Switzerland, who lead the way with nine wins and one defeat, hosts Canada, Japan and Sweden have secured their places in the play-offs.
South Korea, China, Turkey and Italy are vying for the two remaining places.