
Continuity mistake: During the sepia-toned explanation of the Doctor and Clara's initial investigation into Sweetville, when they pose as a married couple to infiltrate the place, are accepted, and the Doctor says "The missus and I couldn't be more chuffed, could we love?" in a bad Northern accent, Clara's fake smile goes from closed-mouth to open-mouth between shots. (00:19:57)
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