This is a completely underrated scene.
For those who allege that Sherlock doesn’t care about his clients, look at that third gif. There’s real sadness and compassion there. During this scene, Henry is actively suicidal and keeps putting a gun in his mouth, but it’s Sherlock - not John, the soldier and doctor - who talks Henry down.
"Someone needed to keep you quiet; needed to keep you as a child to reassert the dream that you’d both clung on to, because you had started to remember…You couldn’t cope. You were just a child, so you rationalized it into something very different. But then you started to remember, so you had to be stopped; driven out of your mind so that no one would believe a word that you said."
Does Sherlock only care about the mysteries? At this point in the episode, he already had the solution. He knew the workings behind H.O.U.N.D. and the poisonous gas. He could have left. But he wanted to make Henry understand, to alleviate some of the grief he’d carried since his father’s death. Sherlock even forces Henry to look at the dead dog to drive the point home. "You couldn’t cope. You were just a child."
It’s a remarkable display of empathy on Sherlock’s part.