A legendary tennis champ turned into Linda Perry’s personal hype man at a concert in a downtown loft Thursday night. The 4 Non Blondes frontwoman was belting out the band’s 1992 anthem “What’s Up?” during an intimate Soho Sessions performance when sports icon John McEnroe bounded across the stage, waving his arms to keep the crowd, which included his brother Patrick, Don Lemon, Gina Gershon, Kelly Bensimon, and Steve Schirripa singing along. The surprise cameo brought some levity to an otherwise emotional evening for Perry, who is releasing her first solo album in more than 25 years, “Let It Die Here,” alongside a documentary of the same name which delves into her relationship with her abusive mother. Linda Perry performed an intimate concert in NYC for the Soho Sessions, which take place in a Soho loft.…