Albion goalkeeper Ross Atkins brilliantly kept out Kevin Ellison's spot-kick as the Shrimps went down 3-2 at the Pirelli Stadium.
Bentley said: "When you miss a penalty in injury time and go away with nothing from the game, you're bound to be gutted.
"Sometimes you've got to give credit where credit is due, and I think the two goals Burton worked in the first half were good.
"They shaded the first half but we scored at a great time to get one back just before the break. Second half I thought we came out and were by far the better side and got level early days through Danny (Carlton).
"From the on I thought we played some decent stuff but in the end it was a story of two set plays. Their lad stuck one in from a free-kick and we missed a penalty, but that's how it goes sometimes."
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