The Doctor: I'm not... I'm not... I'm not from Mars!
Mr. Copper: To repeat, I am Mr. Copper, the ship's historian, and I shall be taking you to old London Town in the country of UK, ruled over by Good King Wenceslas. Now, human beings worship the great god Santa, a creature with fearsome claws, and his wife Mary. And every Christmas Eve, the people of the UK go to war with the country of Turkey. They then eat the Turkey people for Christmas dinner, like savages.
The Doctor: Excuse me, sorry, sorry. But, um, where did you get all this from?
Mr. Copper: Well, I have a first class degree in Earthonomics.
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