The two were in the same group as Shim but thought that when he was called out he was being freed.
South Korea escorted the two freed females back to their homeland on August 17 where they were reunited with their families at the airport and then quickly taken to a military hospital in Bundang, south of Seoul, for medical checkups.
During the interview with Al Jazeera, the two also revealed the name of the Korean hostage who had chosen to stay behind so one of them could instead be freed.
"We were very worried when we heard that Ji-young volunteered to be left behind," said Kim Ji-na.
Lee Ji-young was among the female hostages and had worked as one of the translators for the group of volunteers.
"But the Taliban allowed Ji-young to write a letter to her family which consoled her and gave her some hope that she would come home soon," said Kim Ji-na.
The two former hostages said they were not treated badly by their captors and were provided basic needs such as food, medicine and some blankets.
Both women were part of the group of 23 Christian volunteers that was kidnapped by the Taliban on July 19 - the largest abduction of foreigners in Afghanistan since the fall of the Taliban regime in 2001.
Negotiations since the release of the two women have become deadlocked as the rebels continue to demand the release of prisoners held by Afghan and US forces while the two governments have firmly refused the Taliban's demand.
South Korea has been stuck in the middle - appealing to the Afghan and US Governments to be flexible while noting that it understands the difficulty of the situation in regards to the fight against terrorism. Korean officials have also tried to negotiate other options with the captors, repeatedly explaining that their government has no control over the release of the prisoners.
Despite efforts, the Taliban renewed threats Wednesday to kill the remaining hostages if their demands were not met. Unlike several of the threats before, the militant group did not immediately set a deadline.
