Continuity mistake: When the Doctor is shown talking to the Daleks on their spaceship, he is standing several metres away. But the people viewing him from Earth see him standing right in front of them. (00:23:33)
Continuity mistake: When Amy reassures the Doctor that he stopped the bomb, he goes from leaning on a nearby pillar with his arm completely straight to his arm bent. And then his hand changes position a couple more times. (00:34:32)
Continuity mistake: When Churchill says "KBO" before the Doctor and Amy leave, the cigar he was smoking and just lit is suddenly missing. (00:37:09)
Revealing mistake: When the TARDIS dematerialises and causes wind to blow against Churchill and Amy, their clothes are affected - but the cigar smoke in the air is unaffected, and actually drifts towards the vanishing TARDIS. (00:14:25)
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 after everything the Master's put him through hurts him more deeply than death would.
Captain Defenestrator