In the first installment of the Sherlock Holmes franchisee, i.e. in Sherlock Holmes movie, Lord Blackwood asks for an audience with Sherlock Holmes, as his 'last' request for no other purpose than to toy with him. But why would he risk Sherlock potentially foiling his plot? Does it relate to when he told Sherlock 'that you made all of this possible'?
To answer your question you must understand the way a criminal thinks. It is a known fact about criminal psychology that "Every criminal thinks he is the best and that nobody other than him is as good as him and he would not make a single mistake like others did earlier". This is a wrong self-esteem which often leads criminals the most to their danger. Pride for oneself makes one more vulnerable in one's planning. Often the best brains of Criminals repeat this same mistake. Lord Blackwood no doubt was one of the best brains in his time. But he was no different from other criminals. He too had too much confidence in himself and considered himself undefeatable. In short, this false pride about himself made him challenge Sherlock to catch him.
If you observe carefully, Sherlock has been the only nail in Blackwood's road to success. He was literally the only one who caught Blackwood's tricks. When everybody was calling him Satan or black magician, Sherlock was the only one who revealed his tricks to everyone in the light of logic. So it is a fun for criminals like Blackwood to toy with a tough contender like Sherlock and make him perplexed. As a game does not seem good if the competition is not tough, the same way criminals don't get fun if the Police is not up-to-the-mark. This is the reason Blackwood wanted to involve Sherlock so that he can make Sherlock defeated to him.
By overwhelming even the sceptic Holmes, Blackwood 'proves' his sorcerous powerBlackwood's plans throughout the movie rely on creating an illusion that Blackwood is a powerful sorceror who has risen from the dead, and can visit either blessing or damnation upon the country and its politicans.
Holmes is known to Blackwood and Holmes' involvement gives Blackwood a dilemma. Blackwood chooses to use Holmes' bafflement as 'evidence' of his own power - by overwhelming him with 'evidence' of the supernatural account of events that serves Blackwood's plot.
Blackwood helpfully narrates this at the prison:
BLACKWOOD: Steel your mind, Holmes. I need you.
HOLMES: I'd say you've come a long way down from the House of Lords.
BLACKWOOD: I will rise again. [...] Pay attention! Three more will die and there is nothing you can do to save them. You must accept that this is beyond your control. By the time you realize you made all of this possible it will be the last sane thought in your head.
And later, at the warehouse:
BLACKWOOD: I warned you, Holmes to accept that this was beyond your control. Beyond what your rational mind could comprehend.
HOLMES: What a busy afterlife you are having.
BLACKWOOD: I want you to bear witness. Tomorrow, at midday, the world as you know it will end.