Revealing mistake: During the scene at the beginning where people are taking pictures of themselves with the Cybermen, there are a few moments where the Cybermen's armour is revealed to be rubber when people touch it. (00:02:45)
Revealing mistake: During the sequence where the Cyber-clouds covering Earth are burned away, there is a shot showing the clouds burning over the Sydney Opera House. The shot is, very obviously, a still image to which CGI of the burning sky has been added, with extremely unconvincing results. (00:47:37)
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