Continuity mistake: After Lucy gets the bottle from the guard, as she explains to the Master that her family had contacts to create something to counteract the "potions of life" used to resurrect him, she starts to take the cork out of the bottle with her left hand, the camera cuts away to the Master and when it cuts back to Lucy, her left hand is on the bottom of the bottle, before she starts to take the cork out again. (00:15:00)
Continuity mistake: After the Doctor and Wilf get off the seniors' bus, they're waving goodbye. In a close-up shot, the Doctor is waving with his right hand, but in a wider shot immediately afterwards, he's switched to his left hand. (00:25:10)
Continuity mistake: During the Doctor and the Master's conversation in the junkyard, the Master gets dust on the legs of his jeans. Just before he lightning-jumps away, the dust vanishes. (00:35:15)
Factual error: When the Immortality Gate is activated, there's a wide shot of Earth as the wave from the device goes around the planet. In another instance of a mistake made by a few previous Christmas specials, despite this taking place on Christmas Day, the North Pole is looking very, very sunny for what's supposed to be the dead of winter. (00:54:50)
Continuity mistake: After the Master changes all humans into copies of himself and Wilf says, "What have you done, you monster!?", it goes to all the different Masters in the room saying, "Are you talking to me?" The Abigail Naismith-Master is shorter than the Joshua Naismith-Master. In another shot they are the same height. The Abigail Naismith-Master is wearing very high heels and should be taller than the other Masters. (00:56:00 - 00:56:50)
Factual error: When the shot zooms out from Earth across the Solar System before revealing the narrator, Jupiter and Saturn are shown. Although scaling is somewhat exaggerated, Saturn appears to be closer to the Sun than Jupiter, which it most definitely is not in real life. (00:57:57)
Revealing mistake: Adams, the female Vinvocci, has a tendency to wrinkle her forehead, which makes the fact that her spiky head is a cap the actress is wearing very obvious.
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