Continuity mistake: When the Doctor sonics the payphone so Donna can call her mother, he's doing it with his right arm, then it cuts to close-up and he's using his left arm. (00:09:00)
Continuity mistake: The episode repeats the closing scene of "Doomsday", when Donna unexpectedly appears in the TARDIS. However, several details are different. One, the console room is more brightly lit than in the previous episode. Two, the shirt belonging to Rose that Donna finds draped over a railing was not present. Three, the Doctor's coat (draped over a ceiling support) has shifted in place, despite not being touched. (00:01:15)
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