Not only did the Doctor not pull away, but he started to cling to her with the same desperation of a man who was keeping himself from falling into the abyss. Finding comfort in Missy's arms, he briefly mused how he never could imagine him being so vulnerable to the Master, with their relationship always seeming to be more tense and conflicting, despite the underlying attraction toward one another.
He remained silent for a few moments, and while Missy gave him permission not to tell, he continued in a cracked voice, "I get injured. Badly. I keep starting to regenerate, but I refuse. I force myself to stop. I don't want to regenerate. I don't want to go through the process again. I just want to die."
He knew Missy would understand what he was talking about, since the Master willfully decided not to regenerate, and instead died in his arms, although his intention was out of spite for the Doctor.