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ET caught up with British boy band One Direction at Friday night's star-studded Z100 Jingle Ball in New York City, where they reacted to the fan outrage that they weren't nominated for a Grammy this year.

"No, we really, you know, didn't expect a nomination this year," Zayn Malik said about the Grammy shut-out despite their massive record sales. "Obviously, we're just starting over here. We're massively thankful and grateful for all the support and the love that we're getting out here from our fans, so we're happy with that for this year -- that's fine."

Video: One Direction on What They Look for in a Girl

And as to whether or not they're open to a collaboration with fellow performer Taylor Swift, who bandmate Harry Styles is reportedly dating, Louis Tomlinson joked, "Yeah, I think there's definitely some kind of collaboration that's working out somewhere, yeah."

Fellow British boy band The Wanted also walked the Jingle Ball red carpet, where they confirmed reports that Lindsay Lohan has been joining them on the road on their current tour.

"Yeah, she's been on the road, she's come to a few shows and there was actually security and she's done a good job so far," The Wanted's Max George, who's recently been getting close to the controversial star, told ET.

According to singer Jay McGuiness, the band has been benefitting from Lindsay's presence.

"It's good to have a girl around -- it makes you mind your Ps and Qs and she is a sweetheart. She's an angel," he said.

Related: Wanted Singer Wears 'Free Lindsay' Shirt

Check out the video to hear The Wanted sing a snippet of their favorite Christmas song a cappella, as well as Z100's Elvis Duran and the Morning Show host Elvis Duran's words of criticism for Australian radio hosts Mel Greig and Michael Christian, who prank called the hospital the Duchess of Cambridge was staying in last week.