Continuity mistake: When the Doctor and Martha open the doors to the balcony, in a shot facing them, Martha lets go of the handle of her door and it swings completely open. In the next shot, from behind, Martha is still holding the doorknob. (00:10:35)
Continuity mistake: When the Doctor is looking out the window while asking Martha if there's a balcony on the floor of the hospital they're on, in close-ups of him only his right hand is visible, resting on the sill between two windowpanes, and his left arm is by his side. In a wide shot from outside looking in, his left arm is stretched out with his left hand gripping the divider between two windowpanes, in a spot where it should have been visible in the preceding shot. (00:10:05)
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