Continuity mistake: Before Martha uses Project Indigo she doesn't have an ear piece. A shot later when she says, "Bye, Jack", she does (and then takes it out). (00:17:56)
Audio problem: When Martha is talking to everyone on her laptop, we can see her mouth moving from the front view. Yet when the camera cuts behind her, she's still talking but we don't see her mouth move. (00:28:32)
Continuity mistake: In the scene toward the end where the Doctor is shot by the Dalek, when the camera is shooting from Rose's point of view, the Doctor is gasping and struggling for breath. However when the camera shows the Doctor from behind, he's lying completely still in Rose's arms. The camera cuts back to Rose's POV and he's struggling again, with no time in between for the change in his movements. (00:43:35)
Revealing mistake: When Torchwood is transmitting a signal to the Doctor, there is an overhead shot of Cardiff in which several shoppers are idly walking through apparently deserted streets. (00:31:55)
Continuity mistake: When the TARDIS is breaking through the time limit to reach the stolen planets, the console room catches on fire from the strain. But after reaching its destination, the console room is abruptly back to normal. (00:35:05)
Continuity mistake: At the end, when the Doctor is watching his hand starting to glow, shots from his point of view show that he's holding it vertically. But shots from the opposite view show that he's holding it horizontally. (00:43:39)
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