Joel Kinnaman says Margot Robbie was extra badass while filming a particularly difficult scene on The Suicide Squad

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margot robbie and joel kinnaman
Credit: Art Streiber/warner Bros.

The Suicide Squad costars Margot Robbie and Joel Kinnaman have been real-life pals since meeting on 2016's Suicide Squad. But Sweden-born Kinnaman, 41, says he gained a whole new appreciation for Australian Robbie, 31, while filming their critically-acclaimed R-rated comic book-based movie.

"We had a couple of days when we were shooting these scenes, where we had massive rain towers [raining down on us]," Kinnaman, who plays military tactician Rick Flag in the films, tells PEOPLE. "For some reason these rain towers, [the water] is so cold. It's so cold! And the rest of us, we get the rain on us, but we also have clothes on. And then we get a warm, cozy coat to put on in between. But because Margot [as Harley Quinn] is in full body paint, she's just standing there taking it. And then she can't wrap herself in anything. And you just see her, her whole body is just shivering, her teeth are clattering. And then, as soon as it's, 'Action,' she's on, and it's on.

"And then you go back to in between [takes], and she's shivering and clattering her teeth," he continues. "She's a savage. It makes a Swede very proud, someone that enjoys the cold. That's why she is a little bit of an honorary Swede."

Robbie jokes that she has a natural affinity for Kinnaman's home country.

"I think I always gravitate towards Swedish people. I just love the Swedes, so it didn't take me long to gravitate towards Joel," she says, adding that she did welcome a warm towel and shower after long days of filming.

suicide squad
Credit: Warner Bros. Pictures/™ & © DC Comics

"I feel the best thing at the end of the day is the hot towel," Robbie says. "I mean, especially when I'm playing Harley, I have so much paint and blood [on my body], that honestly, taking it all off at the end of the day, and just scrubbing the face with a hot towel, I feel like she goes away the minute I'm done with that. I'm like, 'Oh good, she's gone.' And I'm off for the night."

Robbie and Kinnaman say they especially enjoyed their time on the James Gunn-directed Squad — which also stars Idris Elba, John Cena, Viola Davis and more — because the film's R-rating allowed them more freedom to play with their over-the-top characters.

"I felt like we had to muzzle ourselves a little bit on the first Suicide Squad, because we were trying to fit to a PG-13 rating, and [director] David Ayer was really enjoying exploring the dark sides of these characters," Robbie says. "So, to go that dark, but then to also keep it PG-13, that was difficult."

suicide squad
Credit: Warner Bros. Pictures/™ & © DC Comics

For much more on Margot Robbie and Joel Kinnaman, pick up the latest issue of PEOPLE on newsstands Friday

"These are a group of characters that you don't want to rein in by a rating," adds Kinnaman. "They need to be let be what they need to be. And so all the performance is free as well. We could play in any way we wanted, use any language we wanted. And I think that's always good creatively."

Gunn's new film has much more zany and bloody comedic tone than the 2016 film, which gave Kinnaman a chance to explore his character's less-serious sides.

"It was really nice to actually get to relate to the other characters and not just hate everyone," says Kinnaman. "I particularly enjoyed not having to hate Margot."

What do the two friends enjoy most about their connection?

"Margot is one of the world's most stunning, kindest and warmest creatures you'll ever come across," says Kinnaman. "Seeing how she is around her friends, and how's she carried herself, and then always led with kindness and generosity. It was absolutely a pleasure from the beginning -- she is such a treat to be around."

"I was totally going to talk s---, but then Joel just said all this magic stuff!" Robbie says. "Do you know what? I remember thinking, 'Oh, he's a very serious guy, very serious actor. I really want to bring my A-game.' Then I quickly realized, no, he's not. He's ditzy sometimes. He's so completely lovable. And obviously a great actor, and became such a great friend."

The Suicide Squad opens in theaters and on HBO Max Friday Aug. 6.