There were so many ways this could go wrong, and somehow jumping was the easiest part of all. That wasn't the fall he was afraid of, if compared to leaving his one true friend behind when he wasn't sure he would ever see him again; dismantling Moriarty's network was nothing short of going to hell and back, without any assurance that he would come out of it alive.
Friends protected people – that was what he'd been told mere minutes ago – and he would stick to the plan. So he took the last step forward, thus setting the game into motion.