Sherlock generally can't tell that John's mad at him the usual way (like facial expressions, point-of-view and the like) so John tries a different approach that Sherlock can finally understand. "No! I want to have sex with the nice lady!" "Let's go, John. There's been a murder." Poor John, Sherlock's the ultimate cock blocker and he's not even trying, it's okay John, Sherlock's just keeping you away until you meet the right one, when you meet Mary you'll thank him.