Plot hole: Nancy seems to have the unique ability to whistle with her fingers in her mouth - even though she's wearing gloves. (00:10:55)
Father's Day - S1-E8
Plot hole: In "Aliens of London", it is established on a 'missing person' poster that Rose Tyler is approximately 19 years of age in March 2005 (The poster says 'missing since 6 March 2005'). This means that she must have been born prior to March 1986. However, in "Father's Day", which is dated 7 November 1987, Rose is still a baby in her mother's arms, when she should be a toddler aged approx two.
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