Continuity mistake: When the Cyberman in the office locates Clara hiding behind the desk, its gun arm goes from stretched out to bent between shots. (00:00:46)
Revealing mistake: During the scene at the beginning where people are taking pictures of themselves with the Cybermen, there are a few moments where the Cybermen's armour is revealed to be rubber when people touch it. (00:02:45)
Continuity mistake: During the early scene with the Cybermen outside St Paul's, when Missy pulls out her phone/disintegrator weapon and shows the Doctor pictures of the Cybermen going viral all over the planet, and when she prepares to take a picture of the two of them, her grip on the device, as well as which hand she's holding it in, keeps changing between shots. (00:03:00)
Continuity mistake: Missy's cameo brooch is unpinned and hanging askew when she vaporizes Osgood, but the brooch rights itself and is pinned properly when Missy steps on Osgood's eyeglasses. (00:23:00)
Continuity mistake: When Missy orders her Cybermen to blow up the plane and kill some Belgians, her control bracelet is missing from her wrist in one shot. (00:33:54)
Revealing mistake: During the sequence where the Cyber-clouds covering Earth are burned away, there is a shot showing the clouds burning over the Sydney Opera House. The shot is, very obviously, a still image to which CGI of the burning sky has been added, with extremely unconvincing results. (00:47:37)
Visible crew/equipment: Just after Missy treads on Osgood's glasses after killing her, you can see a boom mike shadow on the wall.
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