Bakgaga missed some clear-cut chances in the first half, and they were made to pay the price as the quality of the Brazilians came through in the second stanza, with Gaston Sirino and Peter Shalulile getting the goals.
"A very difficult game to play against a quality side but sometimes we just make a game difficult for us, if you can look at the first-half, it shows that we can do something," Thoka told SuperSport TV after the match.
"We got two chances, [Evidence] Makgopa, [Thamsanqa] Masiya, we need to convert chances, if we can't score, the team will come and score. That's what happened for us.
"If at least out of two [chances] we got one I think going to half-time leading 1-0 the game will be better for us.
"I think we allowed Sundowns to play [in the second-half], that's the type of football they like and if you can give them that kind team space, they will keep the ball and penetrate," he said.
"We made changes after they scored so that we can have better players going forward, we took out [Manuel] Kambala as a ball winner and put [Kgodiso] Monama as an attacking player so we can have a little bit attacking going forward.
"It's what we were pushing to do [in the first-half], it's all about taking chances, if you keep the ball you have a chance of scoring but it's all about converting the chance but it's football we'll take it and look forward to the next game against Black Leopards at home," he added.