Taran Killam wanted a 'proper goodbye' from 'Saturday Night Live'

While Taran Killam's unexpected departure from "Saturday Night Live" upset a lot of fans, perhaps the thing people are the most disappointed by is the fact that he won't be getting the send-off he deserves -- a sentiment the long-time castmember seems to share.

Recently, Killam and fellow "SNL" cast member Bobby Moynihan, sat down with ET's Ashley Crossan to talk about their upcoming comedy, "Brother Nature," and the 34-year-old comic opened up about leaving the iconic sketch series after six seasons.

"My gripe, if there's any -- and I really don't have many -- [is that] I'm a sentimental guy and I would have liked to have been given the chance to do some proper goodbyes and thank yous to all the people I worked with for six years," Killam explained.

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Despite the abrupt nature of his exit, in which he was let go from his contract a year earlier than expected, Killam admitted that he's somewhat relieved to not have the hectic pressure of putting on a 90-minute show every week.

"I'm certainly at a place in my life professionally, and more importantly, personally, where I was ready to sort of retire from the chaotic schedule that is 'SNL,'" he explained.

However, that doesn't mean he doesn't still have a lot on his plate. Aside from the release of "Brother Nature," he's also working on his directorial debut, "Why We're Killing Gunther" -- in which he is set to star opposite his wife, Cobie Smulders, as well as Arnold Schwarzenegger.

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Killam shared that the outpouring of love and support he received from his fans after news of his departure broke was "very moving," adding that he's "probably been more emotional about that than anything else."

"People reaching out with specific stories and specific sketches that they like has really meant the world to me," he said. "It was very, very flattering and -- to sound completely cliche and hacky -- is 100 percent why I do this, to make people happy."

Perhaps one of Killam's most memorable recent sketches came about when "Star Wars: The Force Awakens" star Adam Driver guest hosted the show. Driver starred as his "Star Wars" character, Kylo Ren, in an epic parody of the reality series "Undercover Boss." As it turns out, that pre-taped sketch also happens to be one of Killam's favorites as well.

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"I've been asked a couple of times, 'Oh, you didn't get a goodbye sketch,' or whatever, but there's no experience that's going to top shooting 'Kylo Ren: Undercover Boss' with Bobby [Moynihan] and Mikey [Day] and Adam [Driver] -- up until six o'clock in the morning, laughing hysterically in the most beautifully built imperial [Starkiller Base]," Killam recounted.

Moynihan said he agreed with Killam about the experience, adding, "When I think of Taran on that show, weirdly enough [the 'Undercover Boss'] sketch, the Michael Keaton monologue, B108 -- I hold a big place in my heart for that."

When Keaton guest hosted "SNL" in April 2015, Moynihan and Killam appeared alongside the "Birdman" star during his monologue to share their love of his films "Batman" and "Beetlejuice" in the form of a huge musical number.

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Moynihan, who's been a castmember of the show for nine seasons and has worked with Killam frequently in a score of popular sketches, said he "still hasn't dealt with" the news that his friend and collaborator won't be coming back for the upcoming season.

However, fans can still watch the two bring the laughs in "Brother Nature," which is currently in select theaters and available On Demand and Digital HD.