An emotional Roxy Jacenko told instructors she wanted to leave the show during the first episode of SAS Australia. Roxy Jacenko won’t take criticism surrounding her brief stint on SAS Australia lying down. One posted: “Roxy has been on the show for 45 minutes and I’ve heard nothing but excuses from her. Refusing to get into the water, Jacenko told the instructors that she wanted out. I can’t do it,” the 40-year-old told the instructors as she handed over her armband.