Journey to the Centre of the TARDIS - S7-E12
Continuity mistake: Near the end, when the Doctor picks up the remote control and reads the words written on it, the position of his hands as he's holding the device changes between the close-up and the wide shot. (00:43:40)
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