The Shrimpers, whose play-off hopes were only ended at Exeter last week, were off the pace against the Cherries and found themselves 3-0 down at the break. They stemmed the tide in the second period, but conceded one more as Sammy McIlroy's men ended with a whimper.
Captain Bentley said: "We wanted to finish the season in style for our supporters. They turned out in good numbers for the game and we let them down.
"We were flat for much of the game and it was a really disappointing end to a good season overall. Bournemouth are a good side and I fancy them to be up there next year but we made things far too easy for them in this game.
"To be fair to the lads they knew it wasn't good enough but it is such a shame to end the season in that way when we were all hoping for so much more."