Lewis Alessandra completed a smash and grab raid with a second-half winner for the Shrimps.
Vale battered at the Morecambe door during the first half without forcing keeper Barry Roche into a serious save.
Darren Purse had a powerful header cleared off the line and Vale's pressure intensified after Morecambe were reduced to 10 men.
Wright was sent off for a second yellow card following a foul on Ashley Vincent, but Bentley's team, with Roche performing late heroics, were not to be denied.
"We didn't play to our maximum potential and it turned into a frustrating afternoon for us," he said. "I didn't think we deserved to lose, but we didn't do enough to win either.
"We played too many aimless long balls, players were having too many touches and our set plays, which are usually very good, were average to say the least.
"The tempo of the game wasn't what we wanted, but Morecambe had a lot to do with that and their game plan has come off for them.
"We had a lack of imagination in the forward areas and we've got things to work on. We aren't the finished article and we know that.
"But there is no doom and gloom and we've got plenty to look forward to. What we have to do now is get back on track as soon as possible."