For no doubt various reasons, Lestrade went back to smoking without Sherlock to stop him or make a snide remark. That's why it's so fitting that Sherlock would appear when he lights a cigarette, a sort of ironic joke
oh #$@!& ... excellent point... THEORY. seriously, if they found his body on the roof the headline would not have read "Suicide of Fake Genius" it would have been murder-suicide or suicides (plural)>> PROOF THAT MORIARTY IS STILL ALIVE.