Utopia (1) - S3-E11
Character mistake: When the Futurekind spy starts sabotaging the silo's systems, and Chantho notes that they're losing power, she says, "We're losing power-tho!" - forgetting the "Chan-" prefix that she starts anything she says with, in order to not swear by her species' standards. (00:27:00)
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