Goals from Angelo van Rooi (24'), Junior Dion (33') and Ayabulela Maxwele (79') sealed the one-sided win over the struggling Betway Premiership side at the King Goodwill Zwelithini Stadium on Sunday.
The match actually started on Saturday but was abandoned due to the weather with Arrows leading 1-0 thanks to a Lungelo Nguse goal.
Reflecting on the performance that secured Arrows' place in the last 16 of the lucrative cup competition, Mngqithi felt his team needed to be more ruthless in front of goal.
"I am still not happy, I believe this was a game that we could have scored six or seven if we were clinical enough in the final third," he told SuperSport.
"Be that as it may, we looked very good, we hardly conceded any chances and that is probably the most important thing in the game.
"If you only have seven shots on target out of 17 shots you have to ask yourselves what you are doing. But I am still optimistic we will improve."
Arrows, in tenth place on the Betway Premiership standings, are next in action against bottom-side Magesi at the Seshego Stadium on Friday.
"There has been a tremendous improvement in the way the team has been playing, but when you are not winning you get anxious and make mistakes," he added. "So I am happy with how we performed today and hope it will continue.
“Our focus is to do well in the league and improve our position. In the cup we will take each game as it comes.”