Continuity mistake: When the Doctor first gets on his scooter, we see Rose putting her helmet on before she gets on, but she doesn't do her chin strap up. When we next see her, on the bike, her strap is done up.
Continuity mistake: When the Connollys are watching TV, in the shots facing the chair and sofa, the chair Eddie was sitting in is further away from the couch than in the shots from above, where the chair is almost touching the couch. (00:04:46)
Continuity mistake: Rita has her right arm up in front of her while her husband is shouting at her. She lowers her arm, and in the next shot, she is holding it up again. (00:10:10)
Continuity mistake: When the Doctor is in the cage with the faceless people, his flashlight switches from his left hand to his right hand and back. (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