We confront the theoretical result of single spin asymmetry (SSA) $A_N$ in forward $pA$ collisions $p^uparrow A to hX$ including the gluon saturation effect with the recent preliminary experimental data from the PHENIX and STAR collaborations at RHIC. While we find overall reasonable agreement with the STAR data, our results indicate that the strong nuclear suppression of the asymmetry $A_Nsim A^{-1/3}$ observed by the PHENIX collaboration cannot be explained within the present understanding of this problem.