Revealing mistake: When the alien spacecraft crashes into Big Ben, it is obvious that the shot has been reversed/flipped around. Look at the Roman numerals on Big Ben's clock face: They should read (clockwise from the top) XII, I, II, III, and so. Instead they read IIX, IX, X, etc. (00:06:35)
Revealing mistake: In close-ups of the modified pig, seams are visible on its forelimbs. (00:22:45)
Continuity mistake: When Harriet Jones is hiding in the closet and spying on the Slitheen attacking General Asquith, wide shots of the closet door have it in shadow, but close-ups of Harriet have the part of her face that is visible illuminated.
Continuity mistake: When Indra Ganesh offers Joseph Green the briefcase with the Emergency Protocols, he's holding it with the handle in his right hand in wide shots, but with it in his left hand in close-ups of him. (00:12:36)
Visible crew/equipment: During the news broadcast on the disappearance of the Prime Minister, shown on an in-universe TV screen, the reflection of the camera filming the TV is visible. (00:12:00)
Continuity mistake: When Jackie is reporting the Doctor to the alien helpline, her grip on the cordless phone changes between shots. (00:29:55)
Continuity mistake: When Joseph Green (really Jacrassa Fel-Fotch Passameer-Day Slitheen) picks up the skin of Oliver Charles from the Cabinet table, he picks it up with his left hand in the first shot but is holding it with his right hand in the next. (00:32:30)
Continuity mistake: When Jackie is yelling at the Doctor about Rose's yearlong disappearance, in a shot facing her she turns her head to her right, then in a shot facing the Doctor she does it again. (00:04:00)
Continuity mistake: When the Doctor and Rose are talking on the roof, just before the spaceship appears, Rose's hair is blowing in the wind in shots facing the Doctor, but mostly still in shots facing her. (00:05:10)
Continuity mistake: During Harriet Jones' introduction, her grip on her ID card changes between shots. (00:12:25)
Continuity mistake: When the coroner is interrupted by a banging coming from the freezer while trying to do paperwork, she's shown turning around and standing up twice, in a close-up and the long shot. (00:19:20)
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