Jet and Cord, Amazing Race Jet and Cord, Amazing Race

They survived back-to-back close-call legs, but cowboys/brothers Jet and Cord McCoy couldn't make another comeback on The Amazing Race: Unfinished Business Sunday. After Jet was the only Racer to redo the Roadblock of measuring the length of Liechtenstein — and was left out of the answer sharing circle — the fan favorites had their fates sealed when they were U-Turned by the Globetrotters in Zermatt, Switzerland. Still, the self-proclaimed "lone rangers" don't think their independent style of racing hurt them in a leg where so many teams worked together. "If we had an alliance with the Globetrotters, I think in the same situation, they would've done exactly what they did," Jet tells "An alliance might give you that warm, fuzzy feeling, but I don't know if it's going to save you." See what else the Season 16 alums have to say about their exit, if they would've used the U-Turn and why Gary rocks.

Amazing Race's Ron and Christina: We were very aware of our physical limitations

Jet, what happened with the Roadblock? How did you get so lost?
I got lost pretty much just like everybody else did, I think. Basically, I kept backtracking. Every time I backtracked, I would check the odometer again to see how far I had to backtrack. ... When I would get lost, I would just guess how far I got lost and then subtract that off what my total odometer reading was, but apparently I was a lot more lost than I thought I was!

Were you and Gary working together when he was drafting off of you and you left him?
Not really. ... We just talked about what we had at that point. We took off and Gary was going way slower than I was and I thought, "Well, I could either wait and go slow with him" or go on. And I didn't think that he was any closer to having the answer than I was, so I thought I might as well go on. We weren't really working together; I was trying to save time.

Obviously, you didn't know at the time that teams were sharing the answer with each other.
No. And I wasn't really that concerned when I turned around because it was really difficult to get the right odometer reading. When I saw Flight Time, I thought there would be at least one team behind me. The funny thing was, Flight Time told me what he had and I'm pretty sure after that, he must've turned around and found somebody with the answer because we were pretty close to the end. He knew he had the wrong answer and was like, "I'm not going all the way back." I didn't realize that everyone was swapping answers. I didn't see [Zev and Justin, and Kisha and Jen] when I was coming back.

What do you think about all the answer-sharing?
I think it would've been really cool if I had been involved! [Laughs]

Amazing Race's Margie and Luke: We almost took a penalty

Amazing Race's Jaime and Cara: We wouldn't have U-Turned Kent and Vyxsin