Trivia: Webley's empty Cyberman chess-playing machine, secretly operated by Porridge, who's hiding under the table, is a reference to a real 18th-century chess robot, the Mechanical Turk, which was operated using the same deception.
Trivia: This episode was originally titled "The Last Cyberman." The title was changed to something less spoilery after one of the guest stars forgot their copy of the script in a London cab. The script was swiftly returned, but the showrunners decided to change the title anyway out of caution.
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