Cain was suspended for two games for his part in the melee and is appealing the punishment. Kansas City pitchers Yordano Ventura (seven games), Edinson Volquez (five games) and Kelvin Herrera (two games) also are appealing their suspensions by Major League Baseball.
Cain said Sunday he thinks the tension with the White Sox is over.
"I think we got all our emotions out that night and I think it's over and done with," Cain said before the resumption of a suspended game against Chicago. "I think we're going to try to go out here and go back to just playing baseball and leave it at that."
Herrera also is awaiting an appeal on a five-game suspension for throwing a pitch behind Oakland third baseman Brett Lawrie. Ventura was fined for hitting Lawrie with a 99 mph fastball during the same series against the Athletics.
The brawl with the White Sox began when Ventura grabbed a seventh-inning grounder from Chicago outfielder Adam Eaton and the two exchanged words before Eaton was thrown out at first. Eaton had to be restrained from Ventura, who was ejected from his second straight start. Players from both dugouts and bullpens then ran onto the field for a fight that lasted several minutes.
"It's definitely intense. It was definitely a hectic moment on the field," Cain said. "At the same time we're teammates in here, we backed each other. That's what we do. But right now we're going to focus on getting back to playing baseball because winning ballgames is what we're here to do. Not fight."
Major League Baseball also suspended White Sox pitchers Chris Sale and Jeff Samardzija for five games apiece, and catcher Tyler Flowers joined the others in getting an undisclosed fine.
Asked if he was disappointed that the league came down harder on the Royals than the White Sox, Cain said "We got a few guys throwing haymakers out there so that's what happens," and then laughed.
"It shouldn't have escalated to that point in the first place," Cain added. "Once it gets to that point, it's up to them to decide on the suspensions."
Kansas City lost 3-2 to Chicago in the resumption of Friday night's game after it was suspended by rain heading into the ninth inning. Right-hander Aaron Brooks was added to the roster as the team's 26th man before Sunday's regularly scheduled game, and then was sent back to Triple-A Omaha following the Royals' 5-3 loss.
Seven players disciplined for Royals-White Sox brawl
ESPN MLB Insider Tim Kurkjian discusses the suspensions handed down for Thursday's brawl between the Royals and White Sox, including a seven-game ban for Kansas City pitcher Yordano Ventura.