Of the Winnipeg penalties, Maurice said, "Some I didn't like. Some we deserved."
Benn scored on his rebound at the edge of the crease at 7:26 of the second period to give the Stars a 3-1 lead. He scored at 7:38 of the third period, redirecting a pass by Seguin from the left point to make it 4-1.
Dallas took a 1-0 lead at 8:23 of the first period on a goal by Radulov. A goalie interference penalty by Blake Wheeler of the Jets at 9:43 of the first led to a power-play goal by Seguin at 11:18 that made it 2-0.
Seguin scored his second at 12:41 of the third period on a pass from behind the net by Radulov for a 5-1 lead.
Kyle Connor got Winnipeg within 2-1 at 2:10 of the second period with a wrist shot from the left circle.
Connor Hellebuyck made 30 saves for Winnipeg, which won its season opener.
The Jets had a shorthanded goal by Brandon Tanev at 5:07 of the first period disallowed because of goalie interference. Maurice said he didn't consider appealing the call.
"Once it's called, it's got to be really conclusive to overturn it," Maurice said. "I thought he got pushed, but … I didn't think I had any chance to get it overturned."