He says the words in an hour of weakness. When Sherlock, sitting quietly in a chair in the kitchen, became Sherlock unmoving in a hospital bed.

So he warns him, "your loss would break my heart."

But Sherlock does not listen to him. Sherlock does not hear the warning. So Mycroft springs the trap that will crush his brother.

And then only Moriarty will remain to oppose the man who reigns over England.