Why is it unfortunate for Mr Bennett's daughters that his estate is entailed?

The Bennet estate is entailed away from the female line.

This means that at some point in history, an ancestor, who owned the estate, provided in the will that it could only go to male heirs. Since all of Mr. Bennet's children are daughters, the next in line to inherit has to be a man, in this case, Mr. Collins.

The situation of the Rosings estate contrasts with this. Anne de Bourgh can inherit Rosings because the estate is not entailed. This means that she own the estate, unless she marries. Though Jane Austen never goes into it. Anne de Bourgh has a very good reason not to marry Darcy, which is that if she does so, she will lose ownership of the estate.