The last time choreographer Liz Imperio saw Jennifer Lopez
and Marc Anthony together – just two months ago – the pair seemed deeply in love.
"When I heard they broke up
, I was shocked," says Imperio, who choreographed their sexy Afro-Cuban performance that aired during May's American Idol
"I was really taken aback," she adds. "It's so heartbreaking to see this happen. What they had wasn't a put-on. It wasn't for show. It was honest. They were really respectful of each other and loved each other – passionately."
Imperio, who also worked with both Lopez, 41, and Anthony, 42, before they wed, joined the couple to rehearse their Idol
performance for two days leading up to the finale.
"They couldn't keep their hands off each other, and he kept calling her 'Baby' and complimenting her, like: 'Look how beautiful my wife is,'" recalls the choreographer, who has also worked with Madonna
, Cher and Gloria Estefan.
"When you're around a strained couple, you can really feel it, time moves slowly, and that's not what this was," she says. "There was honest passion and such mutual respect for one another."
But one moment now stands out: when Anthony joked about his wife's image during rehearsals.
"He said, 'Don't make her too sexy because she's still my wife,'" Imperio recalls Anthony saying in a playful tone. "It's that fine line for every husband. Like: 'I know, I know the world knows – we just don't need to be overt about it.'"
For more on what tore the couple apart – and what will happen to their kids and multi-million dollar homes – pick up this week's issue of PEOPLE, on newsstands Friday