Only one week after Patridge and Dovolani's jaw-dropping elimination on Dancing with the Stars, Burke and Fox experienced what they considered a premature departure from the show.
"This is the most shocking elimination I've ever been through out of all ten seasons," Burke told reporters backstage immediately following Tuesday's show. "That just shows you that you really need to vote. At the end of the day, no one's really safe."
But Burke and Fox, who landed in a higher spot than both Kyle Massey and Bristol Palin on Monday night, have no regrets. "We did the best we could do," Burke told PEOPLE. "There's nothing I would take back. It was his best night. It was our best night. It's better to leave like this, though – just to go out on top."
As for Fox, he, too, is disappointed about leaving the show.
"I'm going to miss coming here and being with the other contestants and the dancers and hanging out with them," he said. "This made me a stronger person. It made my relationships stronger across the board."
What You Didn't See Anna Trebunskaya didn't chat with musical guest Taylor Swift after her performance, but she did sneak in a photo with Rod Stewart, who also sang Tuesday night. "My mom's going to freak out," Trebunskaya told PEOPLE. "She's probably going to be jealous she didn't come to tonight's show."
While Maksim Chmerkovskiy, Louis Van Amstel and Derek Hough had their old school dos on display Tuesday night, Chmerkovskiy's partner Brandy teased him. "I was laughing at him," Brandy told PEOPLE. "I was like, 'Dude, that's how you looked?' " Hough, who says he misses his own longer locks, agrees with Brandy about Chmerkovskiy's former look, calling it "frightening."
Swift made the day for screaming tweens after two performances on Tuesday. As soon as the show went to commercial, Swift greeted groups of fans by shouting hello and waving. As audience members whispered compliments to the singer as she passed by while walking to the stage, she graciously said, "Thank you so much," with a big smile.