Ballas, 26 – who after his dismissal told reporters backstage that he was "dead serious" about dressing up as an animal pair – doesn't regret Palin's decision to play it safe, but he also points out that taking a risk with what to wear could have possibly prolonged their time in the competition.
"Hey, you can guide a horse to water, but you can't make it drink," he says.
"At the end of the day, they have to be comfortable when they walk on stage. The problem is, though, with doing that, this is the all-star season, so we have a lot of champions and a lot of finalists, so all of these people are really open-minded."
Using contestant Gilles Marini's open-chested Aladdin ensemble as an example, Ballas goes on to say, "It's called stepping out of the box, you know what I mean? You've got to be more open-minded to that stuff, but at the same time, as a choreographer and coach, you have to be respectful of your partner's choices."
Although Ballas says elimination "just sucks," he feels accomplished this season.
"This is someone [who], compared to the others, has zero dance experience or performance experience," he says of Palin, 21. "So for someone like that who comes from a normal background from Alaska, I'm really proud of her."
Now that he's out of the running to win the coveted mirror-ball trophy, Ballas tells PEOPLE, "I'm going to be pulling for Shawn [Johnson] and Derek [Hough], and Sabrina [Bryan] and Louis [Van Amstel]."