Sherlock keeps his eyes fixed directly onto Moriarty. He doesn't trust him one bit and even though having his guard up means absolutely nothing. Not when he's chained to the wall and practically naked.

He's impressed with John's outward attitude, though he can see through it very easily. He knows that John's scared of the pain. Just transport. Not everyone sees their body in the same way Sherlock does, but as long as they don't do anything to John's mind, then recovery is more likely. Pain can do a lot to a mind.

'Walk there under your own power.'

That has Sherlock's façade faltering. His lip turns up on one side in repulsion. Disgust with how this man's twisted sense of fun comes at the expense of his friend's pain and humiliation. A true sadist, that. But he doesn't say anything, even has his hand curls into a shaking fist against the pain of his own (much milder) injuries.

He wants me to watch. If I don't watch, he'll punish John for it.

So, that's what he does. Powerless, he watches his only friend struggle onto his mangled foot.