Dark Water - S8-E11
Plot hole: When the Doctor and Missy, the latest incarnation of the Master, meet for the first time, she passes herself off as an android. Only later in the episode, after seeing the Gallifreyan hard drive that she has been uploading human minds to, does the Doctor realise that she is a Time Lady, and he doesn't realise that she's the Master until she tells him in the episode's cliffhanger ending. The problem here is that over the show's long history, Time Lords have been shown to have the ability to recognize each other instantly, an ability that makes perfect sense given their powers of regeneration. Previously in the new series, it was even stated that Time Lords can psychically sense each other, an ability demonstrated on-screen in "The End of Time." In "Dark Water", this does not happen, at all. Now, the Master has a history of using technology to block his/her psychic signal before - the Archangel satellite network from Series 3. However, at no point in this episode or the next one, "Death in Heaven", does either the Doctor or the Master even mention such technology as being used, leaving the mystery of how the Doctor didn't recognize Missy as a Time Lady at the very least a rather glaring hole.
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