Trivia: If you look closely after the Doctor steals the fire truck, a "Vote Saxon" sticker can be seen stuck on the front of the vehicle, most visible in some shots on the highway. This is, of course, a reference to the plot of series 3, when the Master posed as a human using that alias as part of a plan to take over first the Earth and then the universe.
The Lodger - S5-E11
Trivia: The scenes involving the football/soccer game were shot in the same park as the scenes from "Forest of the Dead" involving Donna meeting the virtual Miss Evangelista. The dead giveaway? The gazebo where Donna and Miss Evangelista talked is visible in the background of the first shot of the Doctor, Craig and Sophie arriving.
Trivia: The new Daleks are reminiscent of those featured in the two 1960s Doctor Who movies featuring Peter Cushing as the Doctor. The Daleks are more colorful and taller than the conventional Daleks.
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