Other mistake: After the Doctor tells Bill that Heather's face isn't symmetrical, when he and Bill look into the "puddle" together the Doctor explains that instead of seeing her normal backwards reflection, she's seeing her face "the right way round." The problem occurs in the next shot of the Doctor and Bill seen in the puddle, because the "WOW!" patch on Bill's jacket is properly where it should be, but note everything else is actually backwards. Things such as Bill's color-block top and her denim jacket buttons are on the opposite way. Also note the Doctor's ring has switched hands. Presumably this shot was edited, and the "WOW!" patch was blurred on the left of Bill's jacket then digitally added to the right side, to give the appearance that it's "the right way round" as the Doctor said. (00:20:15)
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