The movie features commentary from Paramore's Hayley Williams, Tool's Maynard James Keenan and the late Steve Albini.
"I am very much saddened by this news," Murphy told fans in a statement.
The band took the stage at Munich Football Arena just before kickoff between Paris Saint-Germain and Inter Milan.
"By all means take the odd quick pic as a memento of a great night, but otherwise please keep your phone in your pocket," noted manager Rod Smallwood.
The song is taken from the Yorkshire-born musician's fourth album, due in June.
In Bono: Stories of Surrender, the rock legend presents a moving self-portrait as stage show -- and that "something happened to me that had never happened to me before onstage" as a result.
"It was weird enough that we all went, 'Oh I think that would work,'" explains vocalist Joel Birch of their song choice.
"We missed him and are looking forward to turning it up and rocking out with him as has been the case for the last few hundred or so decades," vocalist and guitarist Billy Gibbons said.
The star's A Minecraft Movie cut debuts at the summit.
Two songs from 9-1-1 reach the April tally, with "Work Song" joined by Radiohead’s "High and Dry."
