Continuity mistake: During the opening montage, showing the Slitheen incapacitated by electrocution, when Margaret drops Indra's body and stumbles back, a close-up of the body on the floor shows her legs without the pulsing electricity covering her entire body, which is visible in other shots.
Continuity mistake: Partway through the episode, there's a wide shot of London, with an undamaged Big Ben visible. The inciting incident of the previous episode was a spaceship crashing into the clock tower, severely damaging it. (00:25:40)
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