The Doctor Dances (2) - S1-E10
Continuity mistake: When the Doctor is looking at Rose's hands, turning them over repeatedly, while she's describing how she was hanging from a barrage balloon, there's one moment where her hands are turned palm-up in a shot facing her, but back-up in a shot facing him. (00:18:25)
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