The Doctor was surprised himself by the Master's reaction. Well, to tell the truth, he wasn't sure what to expect, but to hear the Master's honest concern would've been low on the list of expectations.
The only way he could respond was in kind... openly and without the usual walls he erected to protect himself. "I'm... alright. Not really. I'm feeling guilt over missing Bill and Handy, but them leaving really wasn't my fault. They would've disappeared whether I was here or not. And I do feel bad about leaving without so much of a warning, but... it's what I needed Force of nature." He shot the Master a quick glance to see if the other Time Lord understood what he was talking about.