Continuity mistake: In this episode, Rose's teeth look different than in all her other appearances. She also has a different accent, both for no apparent reason.
Continuity mistake: After the TV signal cuts out due to the crash of the Titanic, when Sylvia says "It's gone dead" while searching for a channel, she moves her arm with the remote forward the same as she did in the previous, wider shot. (00:18:57)
Continuity mistake: The house that Donna and her family are shown living in in Series 4 is different from the house the Doctor dropped her off at at the end of her first appearance, "The Runaway Bride." You would assume they'd merely moved - except that in this episode, Donna and her family are shown living in their Series 4 house before the events of "The Runaway Bride", on the day Donna gets the job that leads to her meeting the Doctor in the first place.
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