Continuity mistake: When Rose pulls out her phone and checks for a signal, she's holding it with two hands in the shots facing her, but only with one hand in the shots from behind her. (00:17:50)
Continuity mistake: When the Doctor is putting a new battery in Rose's phone, which hand he's holding it with keeps changing between shots. (00:18:00)
Continuity mistake: As the room that Rose is in gets scorched by the blazing sun, the level of burning is above her head in close up shots, but at Rose's head height in wide shots. (00:29:40 - 00:30:01)
Continuity mistake: When the Doctor is standing in front of the giant whirring fanblades, just before he passes the first one, which side of his jacket is blowing away from his body changes between the wide shot and the close-up. (00:35:20)
Continuity mistake: Rose Tyler's hairstyle changes from shot to shot when she is discussing being 'the last human' with Cassandra. Rose's hair is in one style for the long shots, and another style for the close-ups.
Chosen answer: The Master knows that deep down, he deserves death for the crimes that he's committed throughout his life, and since he regards The Doctor as his arch-foe, he expects it to be at his hands. The fact that The Doctor is still willing to forgive him for all of his crimes hurts him more deeply than death would.
Captain Defenestrator