The Doctor Dances (2) - S1-E10
[The Doctor, Capt. Jack and Rose are cornered by the empty children.]
The Doctor: Go to your room. Go to your room! I mean it. I'm very, very angry with you. I'm very, very cross! Go to your room! [The children lurch away.] I'm really glad that worked. Those would have been terrible last words.
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