Aly, however, believed in her connection with Zach and thought their relationship was progressing and only getting stronger.
"I definitely did not see it coming," Aly, 26, toldUs Weekly at The Bachelor: The Women Tell All taping late last month.
Zach apparently gave Aly no indication that he was going to break up with her. If anything, he had given her validation during the cocktail party in Estonia that their romance was headed in the right direction.
"I felt like with a lot of the ladies, he did have moments where he gave them that, I don't know, chat that he wasn't there or he was trying to let them know that something felt off and we just never had that conversation," the healthcare strategist from Atlanta, GA, explained.
"I always felt confirmed and validated with him. And so it was a little bit of a shocker, but I don't know."
But Aly insisted she was still "excited" for Zach to "find his person" within the "phenomenal" group of women he had left.
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Aly recalled crying in the SUV upon her departure because it was "hitting" her all "at once" that her relationship with Zach was "done."
Aly called the realization "painful," and elaborated, "But I think everyone got to see from the moment we went on a one-on-one that we really did have a great friendship and he was wanting a friendship in the person that he met, he reiterated that multiple times -- he wants a best friend."
"I felt like we got to that point," Aly noted. "It was unfortunate he couldn't get past kind of the friendly vibes into something more romantic. And so it was painful, but I understood."
In her final words on The Bachelor's 27th season, Aly expressed how she was feeling "a lot of emotions" after saying goodbye to Zach.
"I just thought that he was incredible and he had the qualities to be my person," she lamented to the cameras.
"You put so much on the line and you open up to someone and they're not your person. You're hurt by the hope that something can work out and you could get your happily-ever-after. It just doesn't feel good. I don't like this."
Aly wasn't the only bachelorette who felt blindsided in Estonia.
Zach also broke up with Jess Girod after the couple got into a heated confrontation over Jess' concern she hadn't received a one-on-one date yet.
Jess thought her string of group dates was "a big deal," but Zach criticized the bachelorette for caring about what he believed was an insignificant detail.
"That shouldn't be a thing," Zach snapped, later adding, "I never want you to think of this as a process, where you can only open up on a one-on-one."
Jess vented in her final words about how she found it "crazy" that Zach was so "shocked" by her hurt.
"This doesn't feel fair. I'm so confused... All I needed was quality time, and he wasn't processing that," Jess cried.
"Is it the craziest thing to want to go on a date with somebody I could potentially marry? Like, it's the craziest thing that I'm upset that I'm the last one [without a solo date]? If it's someone I want to marry, wouldn't I want to feel chosen right away?"