The Time of the Doctor - S7-E17
Other mistake: While looking around the Doctor's room, one of the children's drawings Clara passes by has the TARDIS in it... when the TARDIS has been absent for all of the 300 years the Doctor has spent on Trenzalore up to this point, so none of the pictures existing now should have the time machine present. And it's not a particularly weathered picture, either, suggesting it can't be from the beginning of his stay on the planet. (00:31:47)
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