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In the beginning, Moriarty just walks away again, leaving John and Sherlock standing by the pool.
In the middle, John leaves the flat to talk with Sarah. Sherlock doesn't know why John bothers to lie, he's clearly going to break up with her. John doesn't consider himself to be safe to be around, safe to date. He's right, and it's Sherlock's fault.
Sherlock is tempted to follow John, just to make sure he doesn't get snatched off the streets again. He gives in to the temptation. John doesn't notice, too intent on his mission.
They both make it back to the apartment without incident. Sherlock lingers for a while and picks up some milk to cover for his absence.
"How did she take it?" Sherlock asks John as he puts the milk in the fridge.
"I didn't have the chance. She broke up with me first. You didn't need to follow me to know that I was going to break up with her, so why did you?"
"I didn't?"
"Don't play."
Sherlock shrugs. Playing is all he ever does. "I can't lose you."
"I'm not going anywhere."
"It's not always about what you want."
In the end, Sherlock isn't careful enough. He trusts John too much to take care of himself, and when he doesn't lose John the first time he bloody forgets and leaves him at a crime scene he thinks himself safe. Sherlock hasn't been any greater threat to Moriarty, so the man has no reason to touch John.
In the end, Sherlock gets a single pip, followed by a picture of John, bound and helpless.
In the epilogue, John rescues himself while Sherlock is still panicking.