"I really wanted our first red carpet for me to be in brown hair, and like I said, a non-fashion event," Kardashian, 42, shares on the latest episode of Hulu's The Kardsahians referencing their White House Correspondent's Dinner debut. The former couple is filmed in route to the Met Gala, marking the first time Davidson has been featured on season 2 of The Kardashians.
"Yeah, I wanted us to be getting slimed at the Nickelodeon Kids' Choice Awards but you know, to each their own," Davidson, 28, quips with a smirk in his sunglasses and tux.
The SKIMS CEO was responding to Davidson's acknowledgement of how "stressful" these things are, "and to do three ... two back-to-back?" the SNL star says to his lady while in the black car.
"Two back-to-back is the killer," she says, "we'll never do the White House again," she adds, referring to attending the White House Correspondents' Dinner so close to the timing of the year's biggest fashion event. "Super wild," he says of hitting two huge events within five days.
The pair met at last year's Met and they began dating after the aspiring lawyer hosted Saturday Night Live for the first time in May. Much to the dismay of fans, the unlikely duo broke up in August, but have remained friends.
Gotham/Getty Kim Kardashian and Pete Davidson at the Met Gala
At least fans finally got to see Davidson finally appear on the reality show, and enjoy their behind-the-scenes banter. Doubling down on the night's pressure, the reality star famously wore Marilyn Monroe's dress, which she knew would be highly controversial, so of course, the blonde hair made sense.
"You want a clean photo," Kardashian tells viewers earlier in the show via confessional. "You have no idea at the Met, like who's going to be in the background and how the lighting is going to be and what it's going to look like."
Never miss a story — sign up for PEOPLE's free daily newsletter to stay up-to-date on the best of what PEOPLE has to offer, from juicy celebrity news to compelling human interest stories.
At one point, a visibly frazzled Kardashian is directing cameras and a voice off-camera explains to the crew how stressful of a situation it is. After all, it is the Met.
"There's nothing worse than bad red carpet lighting," she adds, "and under bad lighting, you're screwed."