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Underwood, with Cassie right by his side, said, "We've been smiling the last 24 hours."
Cassie said watching the show back together was like therapy.
"It kind of helped me understand what he was going through the whole time and what I was going through," she said, noting that she was open to an engagement but "wanted to be sure at the end of it."
Added Underwood, "I just did not want her not in my life ... I just wanted to be with Cassie."
When Underwood decided to break up with the other two women to win Cassie back, it's something the show had never seen before. Underwood said he had to sit down with Chris Harrison and the producers "to figure [the ending] out on the fly."
As for his virginity and what happened when he finally got a night in the Fantasy Suite with Cassie, Underwood said, "I'm very happy we are going to be keeping that part of the relationship private."
Last but not least, the duo talked about leaving the show without an engagement.
"We have talked about it, right now we are enjoying dating," Underwood said.
Later Wednesday, the couple appeared on TV again, this time on "The View" and Cassie spoke about when she knew she really wanted to be with Colton.
"That happened off camera, up till the end, there was so much pressure," Cassie explained. "Once the cameras went away, I was able to look at my feelings and realize they were really real."
Colton added that he never took it personally that her father didn't give him his blessing and had visited Cassie to let her know he was concerned she was thinking of getting engaged so soon.
For Cassie, she though it was sweet that Colton sought her out after she left the show and tried to win her back.
"I honestly was like, 'Wow, this is really awesome,'" she added, saying she had immediate regrets after breaking up with Colton.
Before the season finale, Cassie had decided to leave the show because she wasn't quite ready for an engagement.
“Watching you walk away the other night was the hardest thing that I’ve ever had to watch, that's why I sacrificed and gave up everything,” Colton told her during Tuesday night's episode.
"I’m not sitting here asking for marriage at the end of this. I’m sitting here asking for a second chance to take it day by day," he said.
The couple then flew to Spain to meet Colton's family. Colton reassured them that Cassie is the one.
Colton revealed Tuesday night that he's moved to Los Angeles, just a few miles away from Cassie.
“I’m so in love with you and I never want you to ever doubt that," Cassie said.
Catherine Thorbecke contributed to this piece.