In classic “third thing is the punchline” format, Gomez and Martin had gracious responses, and then Short pretended to freak out. Gomez, specifically, clapped, nodded, smiled, then turned over her right shoulder and mouthed “she should’ve won.”
(Not that any of them mentioned it, but this bit is more or less a recreation of a Friends scene where Rachel helps Joey practice losing a soap opera award. I can’t find the clip but here’s him, later, failing to do what he practiced.)