This is the first time the Australian, who has worn leader jerseys at the Vuelta a España and Tour de France, has succeeded in holding onto the top spot overall of a Grand Tour.
"It's special, as is keeping the jersey now we're going back to Italy," Dennis said. "That was one of the main things for us. It's great here, but in Italy it's really special. That's one goal achieved, now let's try and keep it."
The Giro d'Italia returns to home soil after a Grand Tour's first start outside Europe, and Dennis gave the experience in Israel a resounding thumbs up. But he also pointed out that the riders have a flight to catch on their first rest day to get to Italy. "The only thing they could have improved on would have been flying out tonight."
Rather than head out the same night after stage 3, the racers and the rest of the Giro organisation and media will fly out of Israel on Monday's rest day, some with very early starts.
"When you race outside Europe, with the exceptions of America or Australia, it can be very quiet, but here they've really taken to the race. Sometimes it was a bit scary, with the number of people on the sides of the road, but I'd rather have that than absolute silence," Dennis reflected.
As for the final stage in Israel, Dennis described it as stressful, "especially the last 50 kilometres, and even more so the last 20. But we got through it unscathed. I was nervous in the last five kilometres that I wouldn't hold the jersey; I needed to make a maximum effort to move through the roundabouts and get to the headwind section.
"I got swamped a little bit in the last part; there was a narrower section with a lot of speed bumps, it all got blocked up a bit. Then the front guys going back up to 60 or 70 kph strung us out, that put us on the limit."
Asked about future, hypothetical Grand Departs in Washington or even further afield, Dennis said, "You never know what the limits are." Although he said he would not rule out organisers thinking of starts as far afield as Australia, he said, "personally, I wouldn't want more than five hours on a plane, on a rest day. "Considering the immediate transfer the Giro faces on Monday, Dennis said, "two and a half hours flight back to Italy, one hour's time difference, that's not stupid."
Dennis outlined his GC ambitions for the three-week tour, "my real ambition is to take it one day at a time. Between my coach, myself and the team, we've decided not going to look at an overall result; it's more about trying to look at potential weaknesses and how to resolve them.
"Whether I'm one hour behind or not, I'm still going to race as if I'm trying to win. Mentally it's the best way."
The future of BMC Racing Team, lacking a sponsor for 2019, remains uncertain, and Dennis said he did not have any further news for now.
"It'd be a big shame if we didn't continue as a team," he said. "Just because Andy [Rihs] is not with us, doesn't mean that the team has to end."