On-loan Wigan full-back Jordan Mustoe marked his Shrimps debut with the opener but Richard Brodie's second-half spot kick could not stem the tide of four North End goals after the interval.
While pleased with the overall display, Bentley was left to rue his charges' profligacy.
"I will stick my neck out and say we were the better footballing team but lost because we didn't take our chances at one end and gave away goals from set pieces at the other," he said.
"I thought our football overall was fantastic at times and there were loads of positives for us, but we can't keep giving goals away cheaply from set-pieces like we are doing and expect to win games of football.
"I thought it was a really entertaining game and we played a massive part in that and we are bitterly disappointed that we haven't at least taken it to penalties, because we probably deserved that."