Continuity mistake: When the Doctor is talking to the Voice Interface Amelia, when he starts saying that "Scotland's never conquered anywhere, you know, not even a Shetland", his left arm, which was stretched out along the railing in the previous shot, is suddenly lowered. (00:27:28)
Continuity mistake: When the Doctor is talking to the Amelia voice interface, in a shot of him from behind his position slumped against the railing is different from shots of him from the front. (00:27:37)
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