Sean Robertson had a power-play goal for Bentley (3-0) in the first period, while Matt Stefanishion scored in the second. Sproat's third-period goal was the eventual winner as Dan Bakala made 19 saves for the Alberta club.
Jeff Bowen had a pair of power-play goals for Kenora (1-3), while Ryan Person stopped 30 shots for the Ontario team.
Bowen scored his second goal with 21 seconds left to play, making Sproat's penalty shot the game-winning goal.
Meanwhile, Chris Hulit had a goal and an assist as the Clarenville Caribous topped the Rosetown RedWings 6-2.
Brett Morrison and Ryan Desrosiers also scored in the second for Clarenville (3-0), while Matt Quinn, Andrew Sweetland and Dale Sullivan had goals for the Newfoundland team as well.
Jason Churchill made 33 saves for the win.
Denny Johnston and Jason Wagar supplied the offence for Rosetown (2-2). Goaltenders Kelly Guard and David Spooner combined for 21 stops for the Saskatchewan team.