In a way, "The Rescue" is impressive precisely because it doesn't know what it can't do. Doctor Who, in its classic incarnation, is never going to be able to pull off really big action set-pieces...at least, not in a way that will look convincing to modern audiences. It could be argued that contemporary audiences in 1964 weren't expecting a convincing and realistic depiction of a pitched battle between two groups of aliens, one of them utterly inhuman, as the clocked ticked down to nuclear annihilation...well, presumably nuclear annihilation, although it should be noted that everyone who wasn't a Dalek had already taken anti-radiation drugs...but the point is, we're not a 1964 audience. The final battle in this episode looks amateurish. Charmingly amateurish to some, frustratingly amateurish to others, but it looks like people trying to do an action movie on a stage play budget.
But in a way, that's the brilliance of Doctor Who. John Nathan-Turner trotted the phrase out to justify his low budgets and cheap effects and wobbly sets, but he was right. The memory does cheat. The story we remember is never quite the one we saw, especially when we were children, and usually that's to its benefit. As the details fade away a bit under the relentless onslaught of what we wanted the ending to be, the shaky sets become the sturdy walls of an alien citadel. The twee Thals trying to push around the expensive Dalek props without breaking them become a last-ditch desperate assault against invincible robot overlords. The story we saw becomes the story we remember, echoing larger and larger in our memories until it becomes myth.
In that light, it's not surprising that Doctor Who never really did learn the lesson of "The Rescue". It should have learned that it can't do massive action set-pieces, that it needs to be small and intellectual and cerebral and focus on little character moments. Instead, Doctor Who decided it could be amazing and spectacular and it never stopped trying its big, crazy ideas, whether it could make them look convincing or not. And we got acid lakes and ant people and Dalek factories and the siege of Troy and Time Destructors and a million million memories, each one perfect...even if we sometimes go back to the series and feel just a tiny bit cheated.
Which is all a very polite way of saying that the final episode of 'The Daleks' isn't that good. The countdown to nuclear death feels flat and unthreatening, despite Hartnell's best efforts to raise the moment through strategic outrage (in some ways, this is the first episode where we see the Doctor behave like the Doctor we're familiar with, as he rages at the Daleks' decision to murder the Thals as a matter of moral principle and not mere self-interest). The fight scene is choreographed badly, and gives the impression that the Daleks were always one stumble away from destroying their own power source and wiping themselves out. And the moment at the end, where the Dalek begs for mercy and the Doctor spurns him with "Even if I wanted to, I couldn't," feels tone-deaf and out of place with the series as it would come to be. The Daleks of the first few episodes, who were more paranoid that evil, could have begged for mercy. The Daleks of "The Rescue" had earned their demise.
Still, the amazing thing about it is that it was tried. At this point, the series' only flaw was that it was too ambitious. And better that than the alternative.