Revealing mistake: The film is set in 1891. After Holmes escapes from Parliament, Thomas Thornycroft's statue of Boadicea on the Thames Embankment next to Westminster Bridge can be seen, even though it was not completed until 1905. (01:35:45)
Revealing mistake: When Holmes is looking at the white mark on Watson's fiance's ring finger in the restaurant, shortly afterwards a blue flashing light goes past the window.
Revealing mistake: In the scene where Holmes is sitting on the chair next to Sir Thomas's dead body, the body's eyelids twitch.
Revealing mistake: When Holmes rolls and almost falls off the bridge at the end, it's obviously the stunt double as he catches himself. The double's hair isn't quite as long and you can see it is sprayed or gelled into place, as it doesn't move at all like Robert Downey Jr.'s.
Answer: I believe that particular line was him making a joke to himself about the man's pride.
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