Continuity mistake: After the scribble creature has been analyzed and found to be made of graphite, the Doctor takes out a pencil and erases some of it to confirm this. The next time the graphite ball is seen, the erased area is gone. (00:14:35)
Continuity mistake: When the Doctor takes a swipe out of a jar of jam in Trish's kitchen and sticks his finger in his mouth, he only has his index finger in his mouth. The scene cuts to Rose giving him a "WTF" look, and when it cuts back to the Doctor he suddenly has two fingers in his mouth. (00:21:15)
Continuity mistake: When Rose grabs the drawing of the Doctor and the TARDIS from Chloe, the upper right corner is bent over rather sharply. In the close-up of the picture as Rose tells the Doctor she'll find a way to get him out of there, the paper is now only slightly wrinkled. (00:30:15)
Continuity mistake: When the Isolus leaves Chloe, in the shot facing Chloe where it says goodbye, Chloe's hand is raised to the wall, where the two were drawing a picture of the Earth. In the wide shot where the Isolus leaves Chloe's mouth, her arm is lowered. In the next close-up of Chloe, when she says "Mum?", her arm is raised again. (00:36:05)
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