The foursome also opened up to Digital Spy about the closeness between them, and about the Aleks Josh and Becky Hill romance rumours.
Asked whether they are friends during a touchy-feely interview, David Julien initially joked: "Keep your friends close and your enemies closer. Why do you think I'm letting him [Max Milner] feel my boobs?"
However, later Bo Bruce clarified: "We love it when we're all together.
"I think all the teams are quite close, but we particularly feel like buddies."
When the subject of the Hill romance speculation was raised, Josh said: "Ask them," pointing at his teammates and adding: "Don't be kn*bheads."
Julien then said: "I think it's that friendship connection, isn't it? Everyone finds someone that they are more friends with."
Josh teased in response: "I saw you [Julien] with that male cleaner."
When asked what they think of recent comments from Cowell and Louis Walsh about The Voice UK, the four said that they are not aware of any criticisms and that they are simply focusing on what they are doing rather than what Simon Cowell thinks of them.
However, Julien went on to say about the X Factor boss: "He'd be a nice guy to meet though," with the others all agreeing.
Bruce commented: "I'd quite like to meet him," and Josh suggested that he should visit the show as a "talent scout".
Additional reporting by Daniel Sperling.