Bale was named on the bench, despite being absent through injury since July, but Coleman has insisted that his inclusion was only intended to interfere with Macedonia's gameplan during the second half.
After being asked about Bale's fitness, the 43-year-old told reporters: "What part of he's not fit are you not listening to? Why bring him on if he's not fit?
"You think that I would not have used him if he was fit? I don't mind what other people think. What I look at is the opposition. If I'm the opposition manager and Bale is on the bench, maybe it would affect his thinking.
"If he was fit, he would have played. I spoke to him, he is not ready. Simple. I haven't conned the supporters to say he might play. If there was a chance, he would have played, but there wasn't. We can't take the risk."
Wales lost the match 2-1 after conceding a goal 10 minutes from time.