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The former England rugby player, 43, spoke about how he was feeling following the death of the monarch, the grandmother of his wife Zara Tindall, in the latest episode of his podcast, The Good, The Bad & The Rugby.
In a special segment on the late Queen, released in addition to the first episode of the third season of the sports show, Mike agreed when co-host Alex Payne asked if he realized how fortunate he was to spend time with her.
"I do. But I also have loads of regrets about not asking her so many more things," Mike said, recalling "having nervousness when you get that lucky seat of being sat next to her."
The retired athlete knew the Queen personally for years, having married Princess Anne's daughter in 2011. The couple share three children — Mia, 8, Lena, 4, and Lucas, 1 — and brought their eldest along to the committal service for the Queen at St. George's Chapel at Windsor Castle on Sept. 19.
"What would you ask her now if you could?" Payne asked.
"Just going back through history and everything she's possibly seen — 15 prime ministers, I don't know how many presidents. To go through everything," Mike reflected. Alluding to the incredible pressure of the royal role, which the Queen performed dutifully for 70 years, he added, "When she's meeting dictators, she has to stay neutral, she has to perform her duty."
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As the world adjusts to life without Queen Elizabeth, Mike said that it's going to take time to adjust. On a lighter note, he told his co-hosts that he "almost curtsied to the King the other day" by accident.
"Without thinking about it. I was just following behind my wife, saw her curtsy and fortunately didn't [curtsy]," he said of the respectful gesture for King Charles III, who now reigns as sovereign. "It turned into a lower bow. I might have looked like I stubbed my toe on something."
Mike was at his equestrian wife's side for the ceremonial events preceding Queen's funeral, and said it was "amazing" to see the royal family "come so close together overnight."
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"You never predict it, but you're never ready for when it does," Mike said.
"I'm not even a direct family member... but watching what my wife, what Zara had to go through, obviously she loved the Queen beyond everything else," he continued. "Their connection with horses, the same with the Princess Royal, they had a real sort of bond around that."