Other mistake: The line spoken is "You mash up Vikings to make warrior juice." The subtitles say "You must have [...]." (00:12:30)
Factual error: The Viking village has tubs of electric eels in the boathouse, which prove instrumental to the plot as the power source of the makeshift electromagnet used to relieve several of the attacking aliens of their helmets. The problem is that the Vikings live somewhere in northern Europe, and this episode takes place in the 800s. Electric eels are native to the Amazon and Orinoco rivers of South America, which at this point in history no one in Europe knew existed.
Deliberate mistake: In real life, Viking helmets didn't have horns on them, because it would be a liability in combat. The horns were actually for drinking. The Vikings in this episode were given horns anyway, because the writers didn't feel it was worth having to include an explanation of hornless helmets to a general audience.
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