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Sherlock likes the danger, he likes putting his absolute trust in John, letting him do anything at all, feeling free and safe even when they're doing things that are insanely dangerous and unsafe.
John thinks this is a very bad idea, feels like one day he won't stop, and he'll betray that absolute trust fatally. He accepts it regardless, because no one has ever placed their life in his hands willingly before, and it's exhilarating, even addictive.