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Amazing Race's Showgirls Discuss Panic Over Lost Passport

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Sonja Flemming/CBS

Former Las Vegas showgirls Kaylani Paliotta and Lisa Tilley thought their people skills would help them win The Amazing Race – but in the end it was not working with others that cost them the $1 million prize.

After choosing to work alone during Sunday’s road block, the best friends fell to the back of the pack before losing in a foot race and becoming the third team eliminated this season. Paliotta and Tilley spoke to PEOPLE after their elimination about losing a passport, their final challenge, and just what Paliotta’s daughter Seneca thinks of mom’s race around the world.

Was The Race harder than you expected?
Kaylani: You have all the confidence in the world that nothing is going to get between you and that million dollars and you get out on The Race and you realize how hard each leg is. We went some days with no sleep. We went some days with no food and no bathroom because every second counts. Once you get out there it is a whole different beast.

Kaylani, before you even left Los Angeles you lost your passport?
Kaylani: I just felt my stomach sink. “This could possibly be it. This is where a lot of other racers have ended their entire race.” We went back and the [gas station attendant] said she didn’t find the passport. I just felt this scrambling feeling.
Lisa: We even went back to the temple site. We Googled what to do when you lose your passport – it said go to the passport office Monday morning. We walked the entire unsecured part of the airport. We talked to every team we saw. There was nothing we could do short of a miracle, which is what happened – someone actually finding it and taking the time out of their busy schedule to bring it to us.

Why did you not work with another team in the last road block sooner?
Lisa: On the previous leg we worked with the twins and it didn’t work out so well so we said, “We’re not going to be so dependent on other teams.” The biggest mistake I made at the Buddhist temple was I should have tried talking to the other visitors a little more to figure out where the third gallery was. When Marcus and I finally teamed up we had it in 15 minutes. But, mind you, less than half the Buddha statues still had their hands on them so it really was a lot trickier than it looks.

And then you ended up coming in last.
Lisa: Once [host Phil Keoghan] told us we were eliminated – while I was extremely disappointed – almost this rush of relief comes over you. All the stress left my body which kind of felt good.
Kaylani: That was actually a devastating feeling for me. The first thing that hit me was my little girl’s face and how much I was going to miss her because you’re going to be sequestered. I was like, “Oh no! Now I won’t have anything to keep my time occupied so I don’t miss her so much.”

What did Seneca think of the show?
Kaylani: This last show was really hard for her and I didn’t anticipate her reaction. She saw me crying and she completely lost it. She was in tears and she asked me, “Mommy, why are you not on The Race anymore?” I told her, “You know what? It’s got to happen to somebody.” She’ll understand that you can’t win them all but as long as you get up and dust yourself off every time you never fail.