The 20-year-old British No1 went down 6-4 3-6 6-3 to Bertens, only managing to convert five of 12 break-point opportunites against the world No63.
Watson will stay in Auckland after she reached the quarter-finals of the doubles with her partner Marina Erakovic.
The Guernsey player will then head Hobart for her final tournament ahead of the Australian Open, which starts on 14 January.
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