Factual error: At the end, when the Doctor shows her companions the asteroid named for Rosa Parks, it's depicted in a dense asteroid field which looks absolutely nothing like the (very sparse) asteroid belt does in real life.
Factual error: Kandoka labour laws require companies like Kerblam! to have a minimum of 10% organic staff. The villain claims that, as a result, only 10% of humans are employed, at all. These are two completely different quantities: if 10% of the cars in one parking lot are blue, this doesn't indicate that 10% of all cars are painted blue, but that's effectively what the episode thinks. The fact that no-one else, including the Doctor, calls him on this further magnifies the mathematical error.
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