Revealing mistake: After the Doctor deactivates the signal hiding the Dalek fleet, when the camera zooms out to show the ships, the background image of the Horsehead and Flame Nebulae is cut off a bit below where the Dalek Emperor's flagship is shown, revealing the end of the picture they used for a background. (00:39:00)

Revealing mistake: When the Gamestation's transmissions are cut off by solar flares, there is a close-up of a screen going over to static. In the upper right corner, a box with "Play" written in it is visible, revealing the image on the screen as a video. (00:34:50)
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