Cyclohexene contains a double bond, which has a greater electron density than the system of pi-bonds present in a benzene molecule. This means that a dipole can be induced in the bromine molecule due to the negative electrons present in the double bond repelling the electrons in the sigma bond present between the bromine atoms in a Br2 molecule. The newly polarised bromine molecule will contain both a partially positively charged bromine atom and a partially negatively charged bromine atom. The electrons present in the double bond in cyclohexene will be attracted to the positively charged bromine atom and so will donate the electron pair present in the pi bond to this atom forming a covalent bond between the Bromine and one of the carbons in the double bond. At the same time, the bond between the two bromine atoms in Br2 will break forming a negative bromine ion. The breaking of the pi bond will form a carbocation on other carbon of the double bond. This will attract the negative bromine ion which in turn donates it's lone pair to form dibromohexane.
In benzene, there is a system of delocalised pi electrons with a lower electron density than the localised pi electrons present in the double bond in cyclohexene. This means that there is not sufficient charge to polarise the bromine molecule, and so benzene cannot react with bromine gas through electrophilic addition. (It requires a halogen carrier to form Br- ions which can then react with benze through electrophilic addition)