Other mistake: When the Earth's nuclear launch sites are being brought online, country by country, in preparation for a strike at the Sontaran ship, Russia is puzzlingly omitted, even though North Korea of all nations is included. (00:17:20)
Other mistake: Just before the Doctor ignites the atmosphere, Sylvia's house is getting dangerously full of gas. When Sylvia and Wilf go outside after the air is cleared, the inside of their house is completely clear. Meanwhile, back at the Rattigan Academy, there is still gas lingering in the air. (00:34:43 - 00:37:15)
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