The Brazilians were held to a goalless draw by Al Ahly on home soil at Loftus Versfeld Stadium on Saturday, with the players in a visibly sombre mood while returning to their bus after the match.
Onyango, the only one to stop for interviews in the mixed zone, summed up a fixture in which Downs did not have a single shot on target, but reiterated the tie is far from over.
"It wasn't a very bad game, but it also wasn't a very good game from our side – I believe the fact that we did not concede leaves [the tie] open because we know we can score and we've won in Cairo before," said Onyango.
"So it's still open for anyone, but the goal is to go to the final and everyone is looking forward – of course, we would have made it difficult for them by scoring a goal at home, but it was not meant to be.
"They had a very compact five at the back and they were closing the midfield so, for me, I think it will be more open in Cairo than it was here in Pretoria."
One big positive for Sundowns was the return of skipper Themba Zwane, whom Onyango says they need not only for the Champions League, but Betway Premiership title push too.
"It was very good [to see Zwane back], you could see the stadium was up, he's the captain of the team and it was very good to have him back on the field after a very long time," he added.
"He's very influential to the team and the youngsters love him, the country loves him, and the team loves him – when he's on the pitch, things happen, he looks after the ball and looks for the [key] passes.
"So we hope that he gets the match fitness he needs and helps the team towards the end of the season."