Newport Pagnell Town won the FA Vase final 3-0 and Benn said there was an element of frustration.
“We want to win games of football,” he said.
“The fact we haven’t come out on top and probably didn’t play the best we could have, like we have in other games this season, is frustrating.
“You have to give full credit to Newport for the way they played. They nullified us so well. In the tipping points if the game they came out on top and deserved that victory.”
Benn said playing at Wembley felt surreal.
He said: “It’s a once in a lifetime experience. The chances of that happening again are like a million to one.
“You have to try and soak up every minute of it and enjoy it. But it’s difficult.
“The thing I found most strange compared to normal games is looking up and seeing the clock just go away.
"As we’re losing, that’s difficult to see and know that there’s only five, 10 minutes left.”
Benn admitted that the team was affected by the worrying head injury suffered by player-manager George Gaskin.
"That’s one of your close friends, your teammate,” Benn said. “When that happens, it’s a tough one to react to and respond to.
"We are hearing that he’s conscious and okay. That’s the most important thing.”
On the game, he added: “At 0-0, I felt it was close. It was edgy and a typical cup final game.
"Then a goal like that goes in. You have to hold your hands up. It was an unbelievable goal and to do it on a stage like this. Full credit to the lad.
"It was unbelievable. That rocked us a little bit and it gave them that boost. We struggled to respond to that.”
Benn also pointed to a key moment in the second half, when he struck the woodwork at 2-0.
He said: “That was tough. That could have changed the game, it really could of.
"Two minutes later they go up the other end and win a penalty. The tipping points in the game didn’t go for us but that’s football at the end of the day.