Last of the Time Lords (3) - S3-E13
Factual error: When time is seen rewinding after the destruction of the Paradox Machine, the Earth and Moon are seen rotating and orbiting backwards. The Moon is depicted far closer to Earth than it actually is. (00:37:40)
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