Trivia: Clara's cameo was originally intended to be slightly longer, with her appearing on screen with the Doctor, Bill and Nardole. The three Companions were going to ask the Doctor which one of them was his favourite, and he was going to evade the question. Clara's brief, vision-like appearance came about because Jenna Coleman was too busy working on Victoria to shoot that version of the scene. She shot the scene in an office in London, with the background CGI-ed in.
Trivia: The planet where the Doctor goes to see Rusty is Villengard, which was famously mentioned in "The Doctor Dances" as where Jack got his sonic blaster from a factory that the Ninth Doctor later blew up and arranged to replace with a banana grove.
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