Continuity mistake: When the Doctor overhears Alfie crying while stirring something in the kitchen, he has the spoon in his hand in the close-up, but his hand is suddenly empty in the wide shot. (00:23:02)
Continuity mistake: When Craig enters the house and falls back when the cybermat is attacking him, his arms are down by his sides, breaking his fall. As he lands, he's suddenly holding the mouse so it can't bite him. (00:25:51)
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