The Pyramid at the End of the World - S10-E8
Revealing mistake: The Monks show the Doctor and company simulations of a future, lifeless Earth - but some visible trees reveal the origins of the footage as being from the aftermath of natural disasters. (00:24:10)
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