The five-run first inning off Buehrle was prolonged due to a fly ball off the bat of Justin Turner that right fielder Giancarlo Stanton didn't accurately read.
With the roof shut, fly balls in the outfield were strangely more difficult to track down than normal.
Stanton overran Turner's ball, and he had some tough reads on a few other fly balls. But he wasn't alone. Left fielder Bryan Petersen also had his struggles, calling the conditions "weird" and "crazy."
"We just played bad outfield today," manager Ozzie Guillen said. "I don't have any excuses for anything. We played a little bit funny. We [need to] make the plays.
"We've played here a long time with the roof closed. We've played a lot of day games here in the past. We didn't look like the way we've looked today."
At the plate, the Marlins couldn't manage much, collecting six hits, and they finished the series with four total runs. New York's Chris Young gave up one run on five hits in five innings, collecting the win.
The Marlins shook up their order slightly, returning Stanton to the cleanup spot after he was batting fifth since coming off the disabled list on Aug. 7. Even that didn't pay off on a day the game lasted just two hours and 22 minutes
Stanton went hitless in four at-bats, striking out three times as his seven-game hitting streak came to an end. It was one of the 22-year-old's most frustrating days.
"I was [frustrated] today," Stanton said.
Normally reserved on the field, the slugger was upset at "everything."
Once again, it was a game where the Marlins were unable to overcome early adversity.
"All year," Stanton said. "If we get down early, it's tough to come back. We've done it before. It's just the whole overall feel."
The rough first inning created an uphill climb the Marlins were unable to make. But Guillen pointed out how valuable Stanton has been to the club.
"When you're on the field, you make good plays, you make errors," Guillen said. "He misjudged, maybe overran the ball. This kid has played so well for us, making some spectacular plays. That's going to happen."
Even Bay, who delivered the big hit of the game, noted that running down fly balls from his position in left field was challenging.
"Yeah, it was something with the lights coming in and the grey ceiling," Bay said. "The dome background is a lot nicer than a big, high sky, but it wasn't like the first two night games."
The first inning unraveled rather quickly for Miami. Ronny Cedeno doubled to deep center field, and Turner was credited with a double on his fly ball that landed out of Stanton's reach near the right-field line.
Stanton raced to the line, and the ball went over his reach, dropping a few inches in fair territory.
"It carried more than I thought," Stanton said.
Unsure if the ball would be caught, Cedeno advanced only to third.
"That's obviously something you've got to pitch around," Buehrle said. "Your defense is out there. I know [Stanton] has saved me a number of runs and hits diving out there and making plays. Whenever something like that happens, you have to pitch around it and pick the defense up."
David Wright's groundout to shortstop opened the scoring.
Buehrle, who had a string of three straight wins snapped, dug himself into trouble by walking Ike Davis and hitting Kelly Shoppach with a pitch, loading the bases. Bay made him pay with an opposite-field grand slam.
It was Bay's fifth career slam, and his first since the first game of a doubleheader against the Braves on Sept. 8, 2011.
After a rough first inning, Buehrle settled down and he didn't allow any more damage. In seven innings, the lefty gave up six hits while striking out three.
"You just realize you have to settle down," Buehrle said. "If you have any chance of coming back, you can't give up many more. You just try to go out there and try to eat up innings."
In the first inning, the Marlins threatened off Young. Petersen and Justin Ruggiano each singled to open the inning, but Miami was unable to capitalize.
Miami was able to get on the board in the fifth inning on Ruggiano's RBI double, which scored Rob Brantly, who walked to open the inning.
New York's bullpen limited the Marlins to two baserunners in four shutout innings, adding to the frustrating afternoon.
"Obviously, it's not too much fun," Buehrle said. "Guys still have to come out and show energy, and be energized and try to win every game."