It was, in fact, just the fourth time they have failed to score in a second round fixture in their history, having played 39 matches and scored 99 goals at this stage.
They were not helped by an awful pitch on Sunday and will believe they can get the goals they need when the return leg is played in Pretoria on Friday.
Indeed, Sundowns have never lost a home second round match, with their record reading 19 played, 16 wins and three draws, with 57 goals scored and only 11 conceded.
They have won their last 14 home second round matches in a row, a run stretching back to a 2-0 victory over Desportivo Maputo of Mozambique in 2007. In those 14 victories, they have scored 48 goals and conceded just four.
Their last failure to win at home in this round was 20 years ago, when they drew 2-2 against Madagascar's USCAFOOT in 2006, a result that eliminated Sundowns on away goals.
All four second round matches in which they have failed to score ended 0-0. On the previous two occasions when they drew 0-0 away in the first leg, they went on to defeat Rayon Sports of Rwanda 2-0 at home in 2018 and Al Ahly Benghazi of Libya 4-0 in 2018/19.
The other goalless draw was at home to Zambia’s Nkana in 2000, and Sundowns progressed on the away-goals rule after a 1-1 draw on the road. That was also the last time Sundowns failed to score in a home second round tie.
Sundowns have now gone 23 consecutive second round matches without defeat, dating back to their 3-1 away loss to TP Mazembe in 2015, which was also the last time they were eliminated at this stage.
They have progressed from their last 11 completed second round ties.