Guy Gardener wrote:
It's really a question of why she wants to stay.
Is she a mystery junkie?
Is she concerned about Holmes?
Is she in love with him?
Clearly it's the first two. The show has laid it on quite thickly that she's drawn to the investigations, that she enjoys them more than her sober companion work. Holmes sees that in her, and Sherlock Holmes is not a man whose deductions about other people's motives should be dismissed. And she's clearly concerned with his well-being after what happened with Moran. Conversely, there's been absolutely no hint of any romantic interest between Holmes and Watson.