Factual error: When the Immortality Gate is activated, there's a wide shot of Earth as the wave from the device goes around the planet. In another instance of a mistake made by a few previous Christmas specials, despite this taking place on Christmas Day, the North Pole is looking very, very sunny for what's supposed to be the dead of winter. (00:54:50)
Factual error: When the shot zooms out from Earth across the Solar System before revealing the narrator, Jupiter and Saturn are shown. Although scaling is somewhat exaggerated, Saturn appears to be closer to the Sun than Jupiter, which it most definitely is not in real life. (00:57:57)
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