Bafana, who are appealing their elimination with CAF, thought they were in next year's showpiece after drawing 0-0 with Sierra Leone on Saturday night.
The result left them, Niger and the Leone Stars locked on eight points in Group G, with Bafana enjoying a superior goal difference - helped largely by Egypt's 3-0 thrashing of Mena on the same night.
Wild celebrations immediately followed the final whistle at Mbombela Stadium before CAF revealed Mena were the group winners - as per the regulations - as they enjoyed a better head-to-head ratio against their rivals.
Khune is still battling to reconcile the disappointment and incorrectly asserts the rules were changed after Saturday's clash.
"The truth is we didn't know anything about this rule," he said in the Cape Times.
"It's an unfair rule. We fought so hard to be top of the group, and then when we checked afterwards we were indeed top. We thought we had succeeded in making the nation proud.
"Look at where we come from throughout all these qualifiers. How can they (CAF) just change the rules at the end of the game? If we had been told about this rule before the game, we surely would have had a different approach."
The Kaizer Chiefs goalkeeper was accused of time-wasting in the dying stages of the encounter after repeatedly requesting medical attention.