Brighton battled back from 1-0 down against a defensive-minded Palace to seal a fully deserved point thanks to a late leveller from Alexis Mac Allister.
But it was the manner in which Albion fell behind to a first half penalty that left Lallana scratching his head.
The 19th-minute spot-kick was awarded after Tariq Lamptey was adjudged to have fouled Palace striker Michy Batshuayi.
It was the very slightest of touches from Lamptey on the Belgian international and referee Stuart Attwell surprisingly gave the penalty, which stood after a brief check from VAR.
Wilfried Zaha made no mistake from the spot for his seventh strike in 13 outings against Albion.
"If that is a penalty then there are probably nine or 10 a game," said Lallana, a 32-year-old former England international. "I am confused as to what is a penalty now.
"It is physical at corners and you are trying to get to men to block them. Without the legal physical contact it wouldn't be a game, would it?"
Crystal Palace defender Gary Cahill, who was on the receiving end of a nasty two-footed lunge from Albion skipper Lewis Dunk, disagreed with Lallana and insisted it was shrewd by Batshuayi.
"It was clever play," said Cahill. "He has not played too much while he has been here. He is a finisher. Overall his performance was very good.
"The time we conceded we are disappointed. We played direct a bit too much. We showed good character. We controlled the game in the first half in spells. To concede late on with a direct ball down the middle is disappointing.
"We have the attacking players now. I felt today at time we played into their hands and could have built a bit more. It is difficult but the attitude and the way we went about the game was positive."
Brighton's man-of-the-match Ben White played in a defensive midfield role at Selhurst Park. White is predominantly a defender but played in midfield while on loan at Leeds last season.
The 22-year-old performed well against Palace and was composed in possession and made vital interceptions and blocks at key times.
"I felt comfortable on the ball and enjoyed it," said White. "We dug deep and got the result. We've had tough games the last few weeks so today we showed we should be getting points in places like this.
"The penalty decision was quite quick, he gave it so not much we could do."
White also praised Mac Allister whose equaliser was his first goal for Brighton in the Premier League. "It's amazing for Alexis Mac Allister, working hard to come off the bench and he got what I felt our performance deserved."