"That's a story for another time," he said.
The reality stars were happy to have their photo taken, but when asked by the Herald they were cagey about their reason for being in New Zealand.
"We've all got something in common, we've all been on a TV show so we're just catching up,' Furphy said.
McQuillan said he couldn't "delve too deep" into why he and his TV bride were in New Zealand, because of the "paperwork" involved in their visit.
"I'm not up for lawsuits," he joked.
They were at the Blue Breeze for a meal and a drink and that was all he would say.
A Mediaworks spokeswoman was also tight lipped about why its bachelor was out with the Australian quartet.
Furphy and Marsh had previously visited New Zealand, getting inked with matching tattoos while here in early March.
Marsh said the quartet had arrived in Auckland yesterday but it was not clear when they were scheduled to leave.
The latest season of Married at First Sight Australia has been airing on New Zealand television since February, with the latest season featuring a whopping 29 episodes.
Previous seasons had up to eight episodes.
The show has been called the psychological "sewer of TV" by one expert, who said the show's contestants could be seriously damaged by the experience.
Two former contestants have accused the show of making them beg for toilet breaks and said they were plied with alcohol at the weekly dinners which created a consistent source of drama in the show.