The world is wrong...
Mercy summons the Cybermen, the Shades, and they make short work of all but four of these kind gentlemen. For it was Mercy sent the Cybermen to the late Reverend Fairchild, the better to gather them all together. "Man that is born of woman hath but a short time to live," she quotes at them, and scoffs at time, and gathers the ones she wants: "Mr. Cole, Mr. Scoones, Mr. Fetch, Mr. Milligan." The others shove, and run, and push each other into death, all the disposables, including the priest. "Sorry," she says, but she doesn't mean it; him least of all, him and his God that never quite seemed to care enough to save her, because she was disposable. Insignificant, you might say. Signifying nothing.
It's left between the lines because the Christmas Specials, even more than the show, are for kids. But here's what she signifies, in plain language: At the bottom of the Thames, full fathoms down, is all the shit and refuse and shame and dirt and pain and hate and fear that keeps the rest of us alive, and celebrating Christmas. At the bottom of the Thames is where we keep the spider, the shame: the engines that run on the blood of children, and the silence of women. At the bottom is where she lived, for so long. Too pretty for a mudlark, too smart for a wife. There's something on her back. It is you. And it is Mr. Cole, and Mr. Scoones, and Mr. Fetch, and it's Mr. Milligan. And when she rises, she brings not only them but all the shit and refuse and shame and dirt and pain and hate and fear that makes Christmas possible, from the bottom of the Thames right up into the sky. She will fly. She dreams of leaving, but never does. The world is wrong.
When they return, Rosita throws herself on him joyfully, and the man chuckles oddly: "Now then, Rosita. A little decorum." He's still in the grip of it, he still thinks he's a God. He doesn't know yet what he's allowed to have. "He's always doing this, leaving me behind!" she shouts at the Doctor, looking for sympathy. The thing these words do to him is less about sympathy, or more than.
By the hand we're lead toward the Next TARDIS, which the Doctor can't wait to see. Through the house, into the home and the garage. "You were right though, Rosita. The Reverend Fairchild's death was the work of the Cybermen!" Of course she was. All through the house there's luggage, baggage the Next Doctor carries with him if you will: "Evidence. Property of Jackson Lake, the first man to be murdered." The Doctor nods, understanding part of it at last. His new friend changes the subject excitedly, moving smoothly away from the terrifying feeling that man's name produces: Jackson Lake, the first victim. "Oh, but my new friend is a fighter, Rosita! Much like myself! He faced the Cybermen with a cutlass! I'm not ashamed to say, he was braver than I! He was quite brilliant!"