The affair at Reichenbach had indeed ended with Moriarty's death, but Watson had not left Holmes at the falls. Instead, he had been taken down by Moran's airgun. Holmes escaped with his life, and the body of his best friend.
Holmes couldn't contemplate a life without Watson. He refused to accept it; the concept was simply impossible. And so, in time, that tremendous will slowly bent certain patterns of the universe.
Holmes had his Watson back. Well . . . he had a companion with Watson's physical form. And even if this new version of his friend responded only to direct commands and replied with one of five stock phrases, it was enough to hold back the worst of the loneliness and despair that Watson's true death would have caused.
Those who had been closest to them were concerned, of course. Holmes excused his friend's odd behavaior as residual brain damage from Moran's bullet -- close enough to the truth to be accepted. Others, indoctrined by Doyle's unflattering portrayal of the doctor, didn't even notice.
Holmes found it a tolerable if not ideal situation, until Watson grew edgy and aggressive. Even then, Holmes was loath to accept there were consequences for changing Nature . . . until the day Watson killed him and consumed his brain.
Sorry for making Watson a zombie! I've just got 'em on the brain.
Mmm . . . braaaaaaaaains.