Revealing mistake: At the end when the Doctor makes it snow, in the wide shot you can see the snow blows in from the left side, showing that they used a snow machine just off-camera. (00:54:30)
Revealing mistake: When the Doctor goes to toss the trio of Christmas balls up, the two times after the first toss are re-used shots of the first toss. His movements of his right arm to bring up the controller are too exact to be coincidence. (00:50:15)
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