Overall, Google indexes more pages than Bing does. Much to debate about why this is, except to say that Bing is aware of the difference and feels it can do what it needs to do with less. I assume that the cost of running the engine factors into this.
Bing typically also indexes fewer pages of individual sites, generally favoring main pages over deeper pages. If you look at a site: search for WebmasterWorld, eg...
Bing returns 193,000 results Google returns 1,410,000 results
Bing also focuses more on general audience queries than Google does, so niche and target demographics will also play a part.
With regard to your pages that haven't been indexed... in the past I've noticed Bing appears to rely less on link juice transmitted through your nav structure than Google does, and that it likes deep pages to have direct external inbounds. It's been a very long time since I've looked, but I remember that this was true of Yahoo too.
Google, though, is fussier about the quality of such links, so be careful about trying to use iffy links to boost pages in Bing. I would, as suggested, look at Bing's Webmaster Tools.
Thanks all, for the detailed answer. my pages are considered as "authority pages" and are unique on the web. Further I do very well on "local" results. I do not complain, but was surprised by the dif, up to reading your explanations. Got to look at Bing tools. I do not run an E-com, nor do I sale directly on the web, or run ad or anything in that range, my content is about enticing to direct contact, while offering useful reading. In short my site replaces a brick and mortar location (which I do not have)