The Angels Take Manhattan - S7-E6
Other mistake: The photo shoot PA from "Asylum of the Daleks" earlier in this season isn't in the credits for that episode, but is credited in this episode, despite not featuring in it. (00:45:36)
The Time of Angels (1) - S5-E4
Other mistake: At the end when the Doctor is seen shooting the gravity globe, he does not actually move his finger but the pistol still fires.
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