The cookie trick

Just watched the episode where the guy drank milk and spat it out then also took the cookie out of his mouth. It was so blatantly obvious that he put the cookie in his mouth when he wiped it with the napkin. 9/10 the magicians on this show fool me and even I saw right through that one, yet penn and teller were completely fooled? Kind of made me lose respect for them, did anyone else feel the same way watching this episode?