The Lazarus Experiment - S3-E6
Revealing mistake: When the Doctor and Martha get out of the elevator and enter the reception room in search of Lazarus, they pass by the string quartet. The violinist and cellist are only miming the actions of playing, as their bows aren't actually touching the strings of their instruments. (00:18:05)
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