Since when was Sherlock Holmes literature? It's badly written - it gets worse as time goes on, in fact - and illogical. Take
The Speckled Band - Conan Doyle has Holmes solve the case by knowing more than we do, and by a very contrived last cry from the girl. She could've said something a bit more bloody useful...
As for not dying, I think we perhaps don't value life as greatly any more, and just expect magical escapes.
The good Doctor might have something else to do with it, of course