Continuity mistake: When Amy is being pulled into the ground, there's a shot of her arms where the Doctor's hand gripping her left arm is missing. (00:13:38)
Continuity mistake: Throughout this episode, Amy's earrings seem to disappear and reappear.
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