Why did a Dalek beg River Song for mercy?

In the season 5 finale, after a Dalek shot The Doctor,

DALEK: You will be exterminated!

RIVER: Not yet. Your systems are still restoring, which means your shield density is compromised. One Alpha Mezon burst through your eyestalk would kill you stone dead.

DALEK: Records indicate you will show mercy. You are an associate of the Doctor's.

RIVER: I'm River Song. Check your records again.

DALEK: Mercy.

RIVER: Say it again.

DALEK: Mercy!

RIVER: One more time.

DALEK: Mercy!

Why would a Dalek cry for mercy when they are stripped of emotions?