The Doctor, the Widow and the Wardrobe - S7-E1
Factual error: Cyril is introduced looking at the Moon with a telescope... in a brightly-lit room through a window with the curtains mostly shut, circumstances in which he's not going to see anything at all. (00:03:56)
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