We had the same issue. We have a sitemap but Bing only seemed to pick up less than half of the URLs in it. We contacted our Bing customer service rep and he assured us that Bing was actually using the entire sitemap and the display in Bing Webmaster Tools was wrong. I think there actually may have been a glitch on the Bing side because soon after we started seeing many many more URLs in the Bing search index. We not only used Bing Webmaster tools, we also did a site search "site:www.sierratradingpost.com" and those numbers went up as well.
In short... you may want to contact Bing and ask them what is up. If you have a paid search program with them (via Yahoo) then ask your account rep to look into it.