Carlisle cruised to victory with two James Berrett penalties sandwiching second-half goals from Craig Curran and debutant Liam Cooper, but Rovers played most of the second half with 10 men after defender Coles was sent off for his 51st-minute tackle on Francois Zoko.
Penney said: "The sending off in the second half was very harsh. You can't make a tackle nowadays.
"Danny Coles got the ball. It was a great challenge, which you want centre-halves to do, yet he ends up sitting beside me."
Penney added: "When you go 1-0 down, you have to stay in the game. We need to man-manage the game better. There was a bit of naivety. I know why they've had sixes and fours against.
"But we gave the fans something to cheer in the first half and we appreciate them, especially on a day like this with the conditions and distance they travelled."