Continuity mistake: When Clara takes Rigsy's chronolock, in the closeup of the tattoo Clara's lifting her hair with her right hand and showing the tattoo with her left hand, but in the next front-facing shot her hands have switched, she's holding up her hair with her left hand and showing the tattoo with her right hand. (00:26:45)
Continuity mistake: When the Shade leaves Clara and she falls, her body is twisted because of the way her legs are bent with one on top of the other and her arms are out to the side. In the overhead shot of her, her positioning has changed, her body isn't twisted and her arms are more straight down her side.
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