The Snowmen - S7-E7
Revealing mistake: When the Doctor and Vastra are on the TARDIS talking about Clara's injuries, and he says that he thinks for once the universe owes him one, he pulls some switches on the console. If you pay attention, you'll notice that the console wobbles slightly as he does so. (00:49:48)
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