In fact the Royals haven't won much at home or away recently. This loss was their 15th in the last 17 games.
"We won the last two at home and kind of broke a streak and we get on the road and play some close games here and just couldn't pull it out," first baseman Mark Teahen said.
"Whatever we need to do, we need to put ourselves over the hump and start winning some ballgames."
At least Teahen provided some firepower, belting a home run in each of the three losses. Now he's had six this season, five of them coming in his last 17 games.
He connected off reliever Nick Masset for a drive into the left-field stands leading off the ninth inning.
Setting up the three-game sweep, the White Sox ganged up on Royals starter Gil Meche for four runs in the second inning. They did it despite a fine throw by center fielder Joey Gathright that cut down Paul Konerko at third base for the first out. He was trying to advance on Jim Thome's single.
Thome's hit, Jermaine Dye's double and Nick Swisher's single produced one run. And when Meche walked Toby Hall, the bases were jammed. Then Pablo Ozuna's tap was knocked down by Meche and all he was able to get was one out at first base.
"A ground ball to me from Ozuna that I should have caught and turned into a double-play, home to first," Meche said, "and I give up one run in the inning."
Instead, one run scored on that play and Orlando Cabrera followed with a two-run single. Instead of 1-0, it was 4-0.
"As a pitching staff, we're not helping our offense. We're giving up runs early, we're giving up the big innings and everybody is pressing too much," Meche said.
"I know I'm pressing. I'm trying to get out there and throw seven shutout innings."
Meche's error, his second of the game, led to a fifth run in the fourth inning. He lasted 5 2/3 innings, giving up seven hits and four walks and expending 113 pitches.
"My stuff's there, I'm just not using it," Meche said. "The walks, the falling behind, it's going to get you. There's a reason my record is what it is."
It's 3-8 after this loss.
Meanwhile, Gathright rummaged up a run all by himself in the Royals' third. He bunted safely, stole second, then swiped third and continued home when Ozuna missed the throw at third.
But that was all White Sox winner Jose Contreras allowed in his seven innings. He gave up only four hits.
Thome lashed his 15th homer, a solo drive down the left-field line, off Joel Peralta in the seventh. Teahen matched that in the ninth.
Once again, not nearly enough for the Royals.
"It's been a year-long thing," Teahen said. "We've been struggling to find our identity offensively and trying to work through some downtimes offensively. We've got to just grind it out. We've got guys in the lineup capable of producing runs, we're just not producing right now."
And it's on to Yankee Stadium where the Royals are just 5-33 since 1998.
"I don't think I've won a game there, so we're definitely due to win there," Teahen said. "And I'm looking forward to it."
Since Teahen came up in 2005, the Royals have won just one of 12 games in the Bronx and he happened to be away at Triple-A Omaha when that victory occurred.
Tough place to play.
"It could be an uphill climb, no doubt about it," manager Trey Hillman said. "We all know about the stuff that can happen at Yankee Stadium and we've got to play with more confidence, no doubt about it."