The Scotland duo joined the Lions as part of boss Warren Gatland’s six-strong mid-tour call-ups, designed to ease the burden on the Test match squad.
Gatland’s decision has been criticised as devaluing the shirt, amid claims the players were selected on proximity ahead of pure merit.
Prop Dell and fly-half Russell are the only call-ups to take to the field, and all six were due to leave the Lions’ camp on Wednesday after filling the replacements bench for the midweek games against the Chiefs and the Hurricanes.
Dell and Russell revealed no Scotland players rejected the Lions’ advances, despite rumours to the contrary - and admitted they jumped at the chance to join Gatland’s squad.
“I’m definitely glad I came out here; you’d really regret not coming out here,” said Russell, who featured for five minutes as a temporary replacement for Dan Biggar in Tuesday’s 31-31 Hurricanes draw.
“It’s a big chance. It might never happen again. So you take it and make the most of it. We’ve only been here 10 days, it’s been so quick.
“We were on such a high after the Australia game, then we were flown out and one thing rolls into the other.
“I guess in time it will sink in what it really means to play for the Lions, once we’re back home and have a bit more time to think it through.
“For the boys who were picked after the Six Nations, they had all the build-up, but for us it was a very quick turnaround. So you just jump straight in and give it a go in a completely different environment. That’s tough, but it’s good fun, and it’s been a good experience.
“It’s a no-brainer that you come. I don’t think anyone would turn down the Lions! No one (from Scotland) said no, and no one would.”
Russell and Dell joined the Lions straight after Scotland’s 24-19 win over Australia on Saturday, June 17.
Scotland head coach Gregor Townsend told the two Test stars they had been called up on the team bus after their Wallabies win.
Gatland also called in Kristian Dacey, Tomas Francis, Cory Hill and Gareth Davies from Wales, who were touring in New Zealand at the time.
The Lions boss came under fire for ignoring players from England, touring Argentina, and Ireland, in Japan, for requiring too much travel time to link up with his squad.
Russell and Dell remain proud of their exploits with the Lions however, insisting they would not change their last two weeks.
Dell won a fine scrum penalty in a 10-minute cameo in the Lions’ 34-6 win over the Chiefs, slotting in after a yellow card to Joe Marler.
Asked if accepting a Lions call-up is a no-brainer, Dell replied: “Yes it is, you’d be crazy to say no.
“It’s something you jump at and could be a once in a lifetime opportunity. And we’ve been privileged enough to receive that opportunity, and fortunate enough to get games.
“Obviously it wasn’t as much time as we would have liked, and we haven’t been able to show what we’re fully capable of, but it’s still fantastic. And you’re just not going to say no to the Lions.
“Obviously it’s frustrating not to have had more game time. Any player would say that. But we’re privileged enough to have had those chances, and that’s something we can take back and learn from.
“You don’t come over wanting to just fill numbers, we’re professionals, and you come over wanting to prove and to show you deserve to be in this scenario.
“That’s the bit of frustration, but we understand we came in with a role and a job to play, and we’re more than happy to fill that job and be a part of it. But at the same time you want to play, that’s why you play rugby.”
When quizzed on the social media rumours a Scotland player had rejected the Lions’ advances, Dell admitted he was glad to set the record straight.
“It’s a once in a lifetime opportunity, and no one would turn it down,” said Dell, of joining the Lions in New Zealand.
“A career’s too short to turn down opportunities like this.
“Everyone’s entitled to their own opinions, but we knew the truth of that all along. Reading things like that online doesn’t really bother you. It’s a free world.”