Vince - one of Melbourne's better players throughout the annual Queen's Birthday encounter - had booted the Demons' only goal of the third term to get the margin back to single figures.
Minutes later, Neville Jetta marked 60 metres out and handballed to the flying Vince, whose shot sailed through half-post high.
But the Demons' celebrations at what they thought was the goal that had brought them within four points were cut short, with the controlling umpire ruling that Jetta had played on incorrectly after he had called time off.
Melbourne's second attempt at the same set play went awry when Lynden Dunn accepted a handball from Jetta and sent his long shot wide to the right for a point.
To make matters worse, Magpies midfielder Dayne Beams kicked a goal at the other end shortly afterwards to extend the margin to 16 points after Jay Kennedy-Harris failed to mark a poor kick from Jeremy Howe.
Five talking points: Melbourne v Collingwood
"I don't understand the rule, to be honest," Roos said.
"I had no idea why the call was made. I understand if you're 20 metres out and you're (the umpire) straightening him up and you've got to put him on an angle; but Jetts (Jetta) was never going to have a shot at goal.
"I don't know, it drives me mad but what can you do?"
What's your call? Watch Bernie Vince's denied goalThe decision capped a frustrating day for Roos and his Demons, who did not score another goal after Vince's was denied.
Melbourne's 3.10 was its lowest score against Collingwood since 1960, while the Pies' 8.13 was their second-lowest score for the season.
"When we should have gone fast we went slow, when we should have gone slow we went fast," Roos said, adding that the Demons "slaughtered" the football.
"If I could flick the switch, I'd flick it from the first (quarter). You don't go out to kick three goals."
Roos hinted the changes would be rung at the selection table ahead of next Sunday's game against Essendon, noting that his young players were looking weary.
"They're more mentally tired. Just dropping off in little areas. That's probably the thing," Roos said.
Twitter: @AFL_BenGuthrie