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 the panel have dismissed Heinze's case and backed United, who maintained they made it clear to the 29-year-old both orally and in writing that he would not be permitted to join one of their title rivals.
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."