Holmes does feel sympathy for Watson's lack of family, particularly the brother he's no doubt thinking of right now; he wishes Mycroft could be the kind of person that one bonded with, but he's fairly certain you need to be a Holmes to begin to understand how to interact with Mycroft. Then again, Watson understands him well enough; maybe there's hope for them, if Holmes ever got them together for long enough.

"As am I," he returns, laying his hand over Watson's and squeezing gently. "I have but you and Mycroft. It'd be wise for us to keep the Lestrades close at hand," he adds with a wry twist to his mouth. "And perhaps now Mrs. Hudson. How our family grows."