<H2>The threat against the Watsons meant Sherlock had no time</H2>
At the same meeting that Moriarty revealed his disposal of Irene Adler, he issued a direct threat against John and Mary Watson, which was carried out quickly - note the overwhelming force deployed in the train sequence. Sherlock safeguards Mary by placing her with Mycroft, and John by recruiting him for one final mission. Until Moriarty is conclusively defeated, the Watsons are in terrible and present danger. That cannot wait for Sherlock to investigate the fate of Irene Adler.