Continuity mistake: Just after they break out of the prison cell, you see Lynda reach for her gadgets twice. (00:32:20)

Continuity mistake: When the Doctor and the housemates in the Big Brother house are watching TV, the brand name of the TV - Sony - appears in some wide shots, but is absent in other wide shots and all close-ups. (00:14:10)
Continuity mistake: As the Doctor, Captain Jack and Lynda with a Y have been captured, the Doctor turns his head to the right, then after it cuts it shows him turning his head again and saying "Let's do it." (00:32:05)
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