"You." The Doctor held the Master's gaze. "Me. Not wanting to find out you'd been vivisected or otherwise experimented on. Wanting to keep you safe from what your victims would do if they had you at their mercy."
Not wanting to let go of the only connection to Gallifrey he had left. Not wanting to let go of the only other person who might actually, truly, understand how lonely he'd become, no matter who he traveled with.