The central defender departed the Eagles after two years to join AFC Bournemouth in the Championship.
The Cherries have brought the former England international in on a free transfer to strengthen their hopes of winning promotion back to the Premier League.
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Cahill is now 35 but he remained a key player for the club last term, making 20 appearances in the top-flight and even scoring once.
Bent is puzzled as to why the Eagles would allow him to leave, despite enjoying an aggressive summer of recruitment under new manager Patrick Vieira.
Palace signed Marc Guehi and Joachim Andersen from Chelsea and Lyon respectively, bolstering their ranks in defence.
But Bent thinks that Cahill should have been kept around merely as an experienced head.
He told This Is Futbol: “That’s one, like going from Chelsea to Crystal Palace and now going to Bournemouth. I’m confused. He’s a quality player.
“I used to play against him at Bolton, England player, but that transition must be hard for him. He lives just down the road from me, so don’t get me wrong, he’s not a young pup anymore, but he’s a quality player.
“So I’m a little bit confused that he’s gone to Bournemouth, I think he could have been good at Palace as a wise head, an experienced head, teams want to go forward and they want to make changes, so yeah, a bit confusing.”