Character mistake: In an early scene with Yvonne Hartman, she says "We've just measured the ghosts' energy at 5000 gigawatts." There are at least two mistakes here: (1) watts are a unit of power, not of energy (that would be joules); (2) later on, when Hartman is showing the Magnaclamp to the Doctor, she refers to imperial tons and says "Torchwood refuses to go metric", but a gigawatt is a metric unit.
Continuity mistake: When the Sphere Chamber is first shown, there is a rolling staircase set up just below the Sphere. Rajesh Singh is shown climbing the staircase and nearly touching the Sphere. However, when the room is next seen, when Raj hears that the Doctor is coming and walks up to look at the Sphere again, the staircase has vanished. Later, when the Doctor and Jackie are shown into the room while Yvonne gives them the Torchwood tour, the staircase is still missing, and it's more obvious that it is no longer in the room. It does not reappear for the remainder of the two-parter.
Revealing mistake: When the Doctor calls Rose when she is with the Daleks, you can see on the screen of her phone that the call has been going on for at least 57 seconds, but she just answered the call. (00:06:50)
Audio problem: Mickey asks Rose why the Daleks are keeping them alive. When she responds, "They might need me," her mouth movements are not in sync with the words. (00:09:25)
Continuity mistake: After Pete tells the Doctor that Mickey went ahead because he wanted to find Rose, the Doctor asks him if he knows that Rose is his daughter from a parallel universe. The problem is that in Pete's last scene in "The Age of Steel", the Doctor saw Rose call Pete "Dad", leading to Pete departing in a hurry. (00:15:05)
Revealing mistake: In the Torchwood building, a large group of Cybermen start shooting at the Daleks and the Genesis Ark. The Daleks shoot several of them, and you can see a Cyberman that, thanks to hilarious CGI, just collapses like a sock without any physical regard that he is wearing tough metal leg armour, is floating a little off the ground, and falls way too fast than physical laws could allow. (00:25:15)
Continuity mistake: When Rose is hanging onto the lever and beginning to lose her grip, in close-ups of her face her body is facing the other wall of the room, perpendicular to the floor. In shots showing her and her hands on the lever, her body and head are facing the floor. (00:35:55)
Visible crew/equipment: When Rose runs and hugs her mother, near the end of the episode, at the back wheel of the jeep, you can see someone's foot going down and then back up. (00:44:50)
Revealing mistake: When the Doctor and Rose are talking at the bay, the Doctor's hair is blowing in the wind, but it's not when he is shown in the TARDIS. Considering the image of him on the beach is a projection of him in the TARDIS, the two versions should match. The actor was obviously on the beach recording his lines with Rose and back on a set doing the inside scenes.
Continuity mistake: When the two Cybermen meet the Dalek for the first time, they are exterminated. They fall directly in front of the Dalek, but when the camera angle changes to show the second Cyberman hitting the floor side on, you can see the Dalek in the background. The Cybermen both fell straight forward, so it shouldn't have been possible to see the Dalek when seeing the Cyberman side on in the next shot, as the Dalek is facing them both directly.
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