The Argentina defender had gone to a Premier League panel claiming Manchester United had written a letter allowing him to leave if another club offered £6.8million.
But Benitez is furious that Liverpool appear to have missed out on Heinze, though he could yet appeal against the arbitration panel's verdict.
Benitez told the Liverpool Echo: "I would like to ask the Premier League a number of questions.
"How can a player with a signed agreement be treated like this?
"He has a document which is clear, but the Premier League prefers to believe the word of someone else who made a mistake.
"I know there were accusations made against Liverpool in the hearing which were unbelievable. How can this be allowed?
"Then I would like to ask the Premier League why is it that Liverpool always plays the most fixtures away from home in an early kick-off, following an international break? We had more than the top clubs last season and we have four already to prepare for this season."