The Master could feel the question coming from Urd, the concern for him producing a lead weight in his throat. He could feel the toxicity of the situation infecting him. He hated the pity, the feeling of having to be forgiven. He had it enough from The Doctor. He didn't feel like having any more of it from a woman who he thought would only be a part-time companion.

He had figured she had done enough to help keep him alive, so he also figured he could explain...

"I was dead. Doornail. But I had those who took my words and turned it into exactly what I wanted from them: a second chance. They followed my directions and resurrected me. With that, I had the opportunity to never die, to be forever immortal, even among the Time Lords. Then, the same woman who killed me turned me into this shell."

He turned in front of her to let her know the seriousness of his situation. "These moments are my life force draining away from me. My body is cashing the last of my checks. It's scary to you and to everyone else. Maybe, it's even scary for the Doctor. BUT, I AM THE MASTER!" he said, pointing as though he were dictating an entire country. "This is nothing compared to what I have already lived and died through. I have been ended and begun over and over again, and I am still here."