The professional dancers were placed on a "curfew" following the cheating scandal.
The cricket ace opened up about the controversy in a chat with Jonathan Agnew, Simon Mann and Simon Hughes for podcast BBC Sounds.
When asked if the Strictly team "liked" the publicity that came with Katya and Seann's shocking kiss, Graeme confessed that they actually felt as though the pair had "let the side down".
He explained: "The pros were told to wind their neck in and they were all very angry because they couldn't go to a couple of functions that they wanted to do.
"They were on lockdown – the curfew was placed upon them.
"It's very much like being on a team – if one person lets the side down…"
Graeme went on to reveal that Seann reacted furiously when he tried to joke about the situation to him.
Recalling the first time he saw the comic after the photos surfaced, he said: "I was the first person he saw when he walked in on the Friday, with a big grin on my face.
"Not at what he’d done, but the situation he found himself in.
"I thought he’d see the lighter side as he’s a comedian but he didn’t. I wanted to see how awkward the introduction was, the first one since the incident, but he just looked at me and said 'Please don’t, mate' and walked off."
While he understood his reaction, Graeme added that Seann had only brought the mockery and backlash on himself.
"People take things in different ways, but if you play with fire you’re going to get burnt, aren’t you," he said.
Earlier today, The Sun Online revealed that a deep rift had developed backstage at the BBC One dance show following the scandal.
Some of the stars want the pair to be voted off the show to get rid of the "toxic atmosphere" that their affair has caused.
Insiders say some of the professional dancers and celebrities feel sorry for Katya's husband, fellow Strictly star Neil Jones, and are firmly on #TeamNeil.
A source also told us that Seann had become "cocky and arrogant" after the indiscretion – and for the first time in the show's history, there is a genuine atmosphere backstage.
They explained: "Seann's sheer arrogance and cockiness is unforgivable. Katya has been a little more subdued than usual, but he has shown no remorse whatsoever.
"It's the first time there has ever been a divide in the camp, and that it is becoming more marked as the days go on with the feeling being that the sooner they go the sooner everyone else can get back to being 'the Strictly family'."
Katya and Seann were pictured sharing a passionate snog earlier this month – just weeks after they were partnered up together for the BBC One dance show.
Both stars were in relationships at the time and immediately issued grovelling apologies – dubbing the kiss a "drunken mistake".
Seann's girlfriend, Rebecca Humphries, released an emotional statement the day after the photos were published to confirm that she had dumped the comic – who she also accused of "gaslighting".
Meanwhile, Katya took to It Takes Two to insist that her marriage to Neil is "fine" – although viewers spotted the dancer looking stony-faced following Katya and Seann's pizza-themed Charleston at the weekend.
Fans of the show were left stunned when the pair were not eliminated from the competition on Sunday night – with some even claiming that the judges had "overmarked" them.
Instead, Katie Piper and her partner Gorka Marquez left the show after landing in the dance-off alongside Charles Venn and Karen Clifton.
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