Thinking about it....I beleive the scene preceding the one we've been talking about Henry tells Karen "We have to get out of town or we're dead...got it...dead!" He knows Karen knows too much and is in danger also.

Also, the scene when Jimmy asks Henry "You think Murray talks to his wife?" I got the impression from that that Jimmy has decided to take out Murray but is undecided about his wife. If Henry had answered something like " Sure he does...." there mighta been two icepicks in the back of the head.