"We have to," he says in that quiet tone that happens when he is frightened. "Sherlock wants us both to be safe." He thinks he should know how it works but he can't remember, he knows she loves him and Sherlock does care about the both of them.

"I'm...sorry too."
Had he done something wrong? He can't shake the feeling that he's being sent away because he did something bad. Even if he knows Sherlock's told him it's not a punishment and they'll be good to him.