Interesting, I had heard there was dialogue but never knew what it was.
It shows the character more than anything else, at the time of change:
Hartnell was stubborn to the last, and didn't want to face his inevitable change.
Davison on the other hand seemed relaxed and didn't fight it, knowing his time was now.
Tennant just sobbed saying he didn't want to go, which kind of shows his character was just having fun and didn't want it to end.