In fact, Joe tried to manipulate Sierra a little bit while playing for $1 million, using their friendship and his flirtatious nature to his advantage.
"But she was not having any of that. We really didn't even have that great of a relationship, even within the game," Joe told the newspaper. "She voted me out, which she reminds me of every chance she gets."
According to Joe, the pair's "friendship developed" after the game when they would both attend Survivor-related events or gatherings, and then they ultimately met each other's family.
"Neither of us was looking to have a relationship or find love on an island," insisted Joe, who grew up outside of Scottsdale, AZ.
"You always say, 'Oh, what if?' But in reality, you know that's not going to happen. And you shouldn't couple up because it's bad for your games [to be viewed as a power pair]. But, again, all this happened after the fact."
Joe said of the barrel racer from Roy, UT, "We realized we had way more in common than we'd really gotten to know out there on the show."
Since falling for each other, Joe acknowledged he's been "thrown into a whole new world" by living in Utah.
"I've just been learning a lot about horses and doing a lot of equine massage and training," Joe told the newspaper with a laugh.
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"I knew nothing about horses coming up here. So Sierra had to be patient with me. She had to teach me. She's still teaching me. Man, I didn't realize how much work horses were. Especially these ones. They're like Ferraris. They're fast, they have bad attitudes and you have to be very mindful of them all the time."
But the chemistry Joe and Sierra have comes naturally, as Joe admitted the blonde beauty loves his unique look.
"Sierra is so funny. I grew [a mustache] out for a while, and she just fell in love with it. And she said, 'I want you to keep the Doc Holliday look.' I'm not allowed to cut it off. She loves the man bun and the little mustache-goatee thing," Joe shared.
Sierra was actually the person who encouraged Joe to attempt to outwit, outplay and outlast a third time on this year's Survivor: Edge of Extinction season, which premieres Wednesday, February 20 at 8PM ET/PT on CBS.
Joe claims to be ready for the starvation and brutal mind games all over again, although he needed to take some time off to recover "physically and mentally" from his first two stints on the reality competition series.
Sierra, for example, was actually hospitalized after appearing on Survivor's 34th season dubbedSurvivor: Game Changers.
"She was in the hospital for, like, a week almost with liver failure and kidney failure. I mean, it's no joke. This game really pushes you to your breaking point -- past that point," Joe revealed to The Tribune.
Joe will also be surviving in new terrain with new weather conditions. This will mark his first time filming in Fiji, as his two previous editions were taped in Nicaragua and Cambodia.
Regardless of the struggles that await him, Joe admitted it's "so surreal" to be playing Survivoragain.
"I literally just told her, 'I can't believe that we played Survivor together, honey. I still can't get over the fact that we both have played twice, and now I'm going to play again. It's crazy. This is nuts," Joe told The Tribune.
But Joe has never made it to Survivor's final jury vote. Since he was also viewed as a lovable, personable guy and huge physical threat, Joe insisted he's going to have to "change things up" a bit for Season 38, though he didn't disclose a specific strategy he has in mind.
"I always knew that I was meant to play Survivorin my heart. I visualized it. I dreamt about it," said Joe, who's been a fan of the show since Season 1 premiered in 2000.
"I had vivid dreams of getting my dad out onto the season. But that wasn't the reason that I was meant to play. The reason I was meant to go on this journey was to find [Sierra]."