Factual error: Colonel Mace says the Sontaran ship is orbiting 5,000 miles (8,050 km) above the Earth. However, in shots of and from the ship in both this episode and "The Sontaran Stratagem", the Earth appears far too small for the ship to be that close, with the ship's true distance appearing to be well over double that. (00:08:34)
Factual error: The Doctor sets the atmosphere on fire, but only the upper part burns. The atmosphere extends from the Earth's surface (where it is densest) upwards, and so the flames would come right down to the ground, burning everyone to death. Of course that wouldn't work with the plot, so artistic licence has been applied.
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