Plus, the actress tells PEOPLE that she felt "guilty" about the "heartbroken" fan reaction to her departure

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It was a bittersweet moment for fans of The Good Wife when Alicia and Kalinda finally shared a scene during the finale after years of their interaction consisting solely of phone calls.

For whatever reason – as fans were quick to point out – something was not quite right about the scene; it appeared as if Julianna Margulies and Archie Panjabi did not actually film it together.

As TVLine first reported and as Entertainment Weekly also confirmed, the scene was indeed achieved with a split-screen.

Though CBS has declined to comment, Panjabi did not deny the claims when asked by E! News at the red carpet premiere of San Andreas in Los Angeles on Tuesday.

“All I can say is this: The decision-making process is not something I’m privy to,” said Panjabi, her non-answer a seeming answer in itself.

PEOPLE also caught up with Panjabi at the San Andreas premiere, and she revealed that she felt “guilty” over leaving fans of Kalinda behind.

“It was such an easy decision for me [say goodbye to Kalinda] because I had made up my mind, but when I actually left, and I listened to the reaction of the fans, I felt like I betrayed them,” she said. “Just seeing the reaction was a little bit of a surprise. Not that I didn’t know that there was a lot of love for her, but just hearing the way that people spoke about her, I was getting stopped in the street and I felt terribly guilty,” Panjabi told PEOPLE with a laugh.

To illustrate, Panjabi shared that “a grown man, probably in his mid-to-late 30s, stopped me in the street and said, ‘I’m absolutely heartbroken.’ He was a big, strong guy, and he said, ‘I’m absolutely heartbroken that you left.’ And then he just walked away. I felt terrible! He just had this look in his eye of genuine sadness, and [Kalinda] somehow provoked that reaction in people. They always have this look of happiness, excitement or sadness – it really leaves me quite speechless.”

On a lighter note that does not actually make us want to cry ourselves, Panjabi also told PEOPLE that her last day on set wasn’t as sad as it might have been. “I knew I was going, and Kalinda is such a strong character, so I get a lot of strength from her. It was sad to leave, but I was also happy because it felt right.”

Panjabi even came away with some mementos – the name sign from her dressing room, and a pair of Via Spiga boots. “But they won’t know that until well, they will now! They were great – they were the only ones I could run in!”