Millions of TV viewers saw the Croydon trio lose out to dreadlocked singer Luke Friend on Sunday night's live semi-final.
Rough Copy were eliminated having received the fewest public votes, after the four judges couldn't separate the two acts.
But despite losing the public vote for a place in the final, the boys have nothing but generous words for the voters who got them so close.
Sterling Ramsey, 25, who moved to Croydon around three years ago, said: "We are feeling good, man, feeling great; very happy. We are just so blessed to have got so far in this competition.
"It would have been the icing on the cake to get to the final but it is what it is."
Kazeem, 24, added: "Thank you to all the people that voted. We would not be here without them; it is them that put us here, so thank you."
The band's X Factor journey nearly ended almost as soon as it begun. Immigration problems stopped former Selhurst High student Kazeem leaving the country to audition at judges' houses, so the other two members were forced to perform in front of mentor Gary Barlow as a duo.
But those troubles have since been resolved with some help from MP Gavin Barwell and Kazeem said he is now free to "travel the world."
He said: "It was a little technicality we had last year and a bit of this year but it is sorted now otherwise I would not be part of X Factor.
"Mr Gavin Barwell – you know what, it was a little campaign. He did his best in terms of he gave us a little backing; a couple of letters to the Home Office, just to fasten the process.
"He just gave us a little backing and put a little politics behind it, do you know what I mean, but it is all good."
Sterling, meanwhile, has also made unwelcome headlines over claims that he left a job at William Hill due to accusations of stealing from them.
He told the Advertiser: "I did leave William Hill, definitely, but the circumstances were not correct.
"I left William Hill and that was it. I don't agree with some of the context that was said in the article but I am leaving it at that."
Referring to media attention on the boys' past, he added: "Everyone has their own history; everyone has their own past.
"People may have done something they did not want to do, but no one will ever know the reason why.
"But what I can say is there are things like that which change your life around; things that make you want to work with the youth and want to change their lives."
The boys are now plotting their next move, post X Factor.
Joey, who attended Croydon College, said: "The Rough Copy journey has not ended – the journey has just begun for us. That was one hurdle and now we are going to the next hurdle, so keep supporting us."
And they are likely to continue in the leather shorts and complicated get-ups for which they have become renowned.
Sterling said: "We brought that to the table. We had a meeting with the designer and said, 'This is what we are about,' and they agreed – they loved it. It was not like the styling team told us to wear it.
"When you are on a show like this you have to use it to your advantage."
