Millwall skipper Danny Shittu headed the only goal of the quarter-final replay at Ewood Park to secure a Wembley semi-final against Wigan.
Murphy was in Shittu's position of club captain at Rovers until the start of this week, when Scott Dann was officially confirmed as his successor.
After being substituted at half-time during the 3-2 Championship defeat to Peterborough 12 days ago, the 35-year-old former England international has not featured in three subsequent squads despite an injury crisis that leaves Appleton restricted in midfield.
David Bentley joined Lee Williamson and Dickson Etuhu on the sidelines following Sunday's goalless draw at The Den and, in the absence of cup-tied Wigan loanee David Jones, club stalwart David Dunn was thrust into a first start since October alongside Morten Gamst Pedersen in the Rovers engine room last night.
Central midfielder Jason Lowe played as an emergency right-back due to injuries to Bradley Orr and Adam Henley, and striker Leon Best ended up on the left wing when Markus Olsson pulled out at half-time with a hamstring problem.
Appleton failed to offer guarantees over Murphy's future earlier this week following a wretched first season at Championship level, and was comfortable with not naming him on a bench that included untried youngsters John O'Sullivan and Anton Forrester.
"If there was one place that we didn't struggle tonight it was in the middle of the park," he said.
"I think Danny, if he's going to be involved with us, he's probably going to have to start the game.
"I don't think he's going to make much of an impact as a substitution.
"We need to move forward as a football club and we need to look forward.
"You either leave players in your team or out of your team on performance and, from a performance point of view, I picked the team which I thought would try and enable us to get into the next round."
Blackburn fell short in those efforts before a sparse crowd of 8,635 - the lowest FA Cup quarter-final attendance in recent memory and 100 fewer than the number at Chesterfield's last-eight clash against Wrexham in 1997.
Millwall assistant manager Joe Gallen was surprised by the pitiful number but praised 574 travelling supporters who proved to be a vocal minority.
"They were terrific but that's the one thing you know about Millwall - the atmosphere is always fantastic," Gallen said.
"You get 300, 400 or 500 of our fans in any ground and they just make the atmosphere.
"They're just a phenomenal bunch. At Charlton on Saturday there'll be 3,000 of our fans and 3,000 Millwall fans can cause a lot of noise - among other things."