Revealing mistake: When Mickey closes the wheelie bin lid, he then finds the plastic stuck to his hands, he lifts his hands up and the plastic stretches like tar. If you look closely when he lifts his hands up for the first time, you'll see that a shadow of one of his hands is cast on his shirt, but there is no shadow of the strands of plastic stuck to his fingers. Additionally, when he turns around to pull away from the bin, he crosses the strands over each other, but they are still parallel in the following scene. (00:22:40 - 00:23:10)
Character mistake: When the news broadcast on the destruction of Henrik's is shown, the chyron misspells the store's name as "Henrick's." (00:07:50)
Continuity mistake: When Rose is telling Auton Mickey that she thinks they should stay away from the Doctor because he's dangerous, a lock of her hair in front of her face tucks itself behind her ear when the shot changes to a close-up. (00:24:42)
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