The Broadway star, 57, said she was almost broken by the backlash from fans after she appeared to agree with the late activist's views on various topics.
The superstar, 31, keeps one of the most tightly sealed inner circles in Hollywood - leaks are rare and his off-stage life remains almost entirely out of view.
The women were spotted heading to the exclusive Zero Bond in New York City on Monday, exuding an air of coolness as they headed to the members-only club.