Both Vandoorne and team-mate Jean-Eric Vergne were forced to start Saturday's race from the pitlane when DS Penske was found guilty of gaining a "huge and unfair advantage", according to a stewards' bulletin, from having RFID scanning equipment in the pitlane.
An initial version of the bulletin said that the team had been using this to obtain information on what tyres its rivals were running, but a revised version removed the reference to tyres, simply stating that the team had been able to "collect live data from all cars".
Speaking after finishing a low-key 12th, one place behind Vergne, defending champion Vandoorne was adamant that DS Penske was only trying to do what its rivals do through the use of photographers, although he admitted the penalty was deserved.
"It was quite a horrible weekend to be honest," Vandoorne told Motorsport.com. "Everyone prepares super-hard, and to come here and start from the pitlane is not what we wanted for sure.
"Obviously what we did was wrong. But the message that was brought across was not correct, people saying we were stealing data from other teams.
"That’s not what we did, we were just trying to check what set of tyres others were using, which you can do with a normal camera. The other teams are doing that, they are using photographers in the pitlane. We found a clever way, or an easy way, and we paid a big price for that.
"We accept the decision, we can’t change it, but the message was brought across in a bad way."
Vergne enjoyed the stronger race of the two DS Penske drivers, who were both helped in their bid to catch up the pack from their pitlane starts by two safety car periods in the opening half of the race.
The French driver ran as high as fourth with a handful of laps to go before dropping backwards after an off-track excursion, while Vandoorne was unable to break inside the top 10 for the entire 32-lap distance as he recorded his worst finish since January's Diriyah races.
Vandoorne said he felt that having to start from the pitlane ultimately didn't play a major role in the team's result given the extreme need to energy save prevented their rivals from getting away early on.
"Some people can do a better job than us," said the Belgian. "In races like this, we always see Jaguar and Porsche at the front and we don’t seem to participate in that.
"I’m not entirely sure why, but the races that are more purely pace-based, we are usually doing a bit better, when there is less saving to do, but when you have chaos and you need the energy to move forward, we don’t seem to be able to do that.
"Definitely we are not happy and we have to do a much better job."