The End of Time: Part Two - S4-E18
Other mistake: Shortly after everyone arrives on the Vinvocci ship, when the Vinvocci and the Doctor run through the door on their way to the flight deck, the Doctor comes back to get Wilf, who didn't initially follow because he was mesmerized by the sight of the Earth from orbit. It's obvious that David Tennant went just behind the door and paused briefly before coming back into the room, which is not what the Doctor is supposed to be doing. (00:16:00)
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