The way I see it, there shouldn't have been a save involved, and here's why. Using Keep on the Shadowfell as an example (which, I'm assuming, you were playing), if I'm not mistaken, simply being being (or being pushed) in the same square as the Iron Maiden doesn't cause damage to anybody- when someone is in the Iron Maiden's square, someone else has to taken an action (minor, I believe) to close said Iron Maiden, thus dealing damage. In this case, the Iron Maiden's square is no more hindering than a square in the middle of the battlefield, because it doesn't deal damage until someone takes an action to deal damage to you.
If, for example, someone Bull Rushed you onto the other side of a door into a room with a dragon, and then spent an action to close the door, would you get a save? Of course not. The Bull Rush isn't causing you damage, the action AFTER the Bull Rush is causing you damage.