Other mistake: When Sally is taking the key from the angels, she squats down out of the frame to reveal an angel behind her that has lowered its hands from its face. When the shot cuts back to Sally, there is another angel standing in front of the window on the other side of the room whose hands are also lowered from its face. The two angels with lowered hands are directly across from each other: they should have been frozen in place from this point due to their quantum lock.
Continuity mistake: Generally, it seems like it's cloudy on a rooftop, or Atraxi ship is making a shadow on it, but for one moment, after Doctor comes through the hologram, we can see bright sun and a shadow of construction behind the camera.
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