The way Al Nassr lost, was a humiliating one after spending that much on players. They were clearly the better team, and yet they still failed to win. That is the problem they have, even when they are the better team, they lose, and they can't afford to do that much. Ronaldo lost the chance to get one more cup, and it is really not looking good, been years since he got one, they got one on his first year and nothing after that.
Al Ahli is also a team that has star players and a lot of money so I think comparing the two teams based on players and money is unfair. On the other hand, Al Nassr defeat this time was not embarrassing because they were defeated on penalties well, in this situation luck is needed and luck was on Al Ahli side. I didn't watch this match, just monitored the match statistics and yeah Al Nassr dominated the match but Roger Ibañez goal in the 88 minute ruined all their efforts, and if we look at Roger Ibañez's position who plays as a defender then it is worthy to be called luck in the last minute. For me personally, even though Al Nassr lost, seeing Ronaldo score was more than enough.