"And as you've seen," he glances wryly at the tie, "left to my own devices I tend to free myself without thinking about it. I won't during a scene, of course; if you tell me where the key is and that it isn't there, I can put it out of my mind until it's needed."

This for the purposes of their adventures with Tony. If it's just the two of them, Sherlock is comfortable being locked up in a genuinely inescapable fashion.