Robson told BBC Sport: "I would have been fine to play another set out there, but it's always nice to get it done in two, and try to keep as much energy for the next match as possible.
"It's really exciting (playing Clijsters). Ever since I've been on the Tour, she's always been extremely nice to me, so it's great to finally play her. But I'm looking to win."
Watson, the 2009 US junior champion, started her match against Li in confident fashion and had a break point in the fourth game, but her opponent saved it with a big serve before racing through the first set.
The 20-year-old threatened a fightback in the second set when she broke to go 3-1.
However, 2011 French Open champion Li upped her game and took the next five games to close out the match, despite being held up by a two-and-a-half-hour rain delay at 5-3.
"It was a high-quality match, and for me it's gaining experience against these top players, learning to do the right things on the big points," said Watson.
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