Continuity mistake: As Lucy goes down the hall, she opens door 214, then 215. As she comes to the next door on the right, she opens 214 again, rather than it being 216. This is particularly noticeable because the third room she enters is "her" room, containing her greatest fear - and the first room she went into numbered 214 had a completely different fear. (00:00:56)
Continuity mistake: During the Doctor's phone conversation with Rita, the handset of her phone keeps switching between ears. (00:32:30)
Continuity mistake: When the Doctor tells Howie that he should continue telling himself the situation is a "CIA thing", he puts his arm around his shoulders twice. (00:11:22)
Continuity mistake: When the Doctor finds Joe's corpse, he walks up to him and puts his hand on his shoulder. In the next shot, facing Joe, the Doctor is suddenly in a completely different position relative to him, behind him as opposed to next to him. (00:15:06)
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 after everything the Master's put him through hurts him more deeply than death would.
Captain Defenestrator