Continuity mistake: When the Doctor takes to the nightclub stage to ask if anything has fallen from the sky, he has his right hand and arm up and gesticulating. But in several other shots of him from behind, it is his left arm that is up and moving. (00:04:20)
Plot hole: Nancy seems to have the unique ability to whistle with her fingers in her mouth - even though she's wearing gloves. (00:10:55)
Deliberate mistake: When Jack is scanning the gas mask people, he has a scanner on his right wrist. However, when he shows Rose and the Doctor his image of the Chula warship, the scanner is on his left wrist. The makers flipped the stretch of film, according to the commentary, to make the shot work. (00:37:45)
Continuity mistake: When the Doctor meets Nancy, when she warns him not to answer the TARDIS' ringing (fake) door phone, in a shot facing her he's holding his jacket away from his chest, but in the next shot facing him that hand is empty. (00:06:55)
Continuity mistake: When Jack is scanning Rose onboard his spaceship during their conversation, he leans against a metal railing in front of The Pilot's seat twice, in two successive shots. (00:20:40)
Continuity mistake: During the Doctor and Nancy's conversation at her hideout, in shots facing her there is a bright circle of light cast on the wall to her left, which her shadow partially overlaps. In shots facing the Doctor where both him and Nancy are visible, the circle is gone, and Nancy's hideout is noticeably more dimly lit. (00:23:15)
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