The answer is probably that the choice between du and Sie in productions translated from English is not always necessarily natural. Primarily, this is due to the fact that English does not make the same distinction, so the translators have to guess which pronoun is appropriate starting with the first episode of a series.
If a series shows mostly the work of two or more characters, translators may thus err towards using Sie. At any point in the series, the following can happen:
- Something about the characters' past is revealed that implies they should have called each other du all along.
- The actual relationship between the characters is conceded more depth, or something between the characters changes.
In both cases, continuing to use Sie seems off to German viewers, but on the other hand, it can be hard to naturally switch the pronoun when the original dialogue doesn't. (That is, the original dialogue doesn't contain a line like "Let's say du to each other!", or anything less explicit that provides an obvious good time when characters should start switching to du.)
These issues are a reason for the tongue-in-cheek rule of thumb that in German versions of originally English language shows, "characters only use du if they have slept together" (presumably because no matter how unnatural a sudden switch to du would appear, it's still more believable than the characters sticking with Sie at that point, at least while they're alone).
With that said, it does not seem particularly alien to me for work partners who are also something like friends to use Sie toward each other. Maybe it doesn't happen so much in real life, but it is so common staple in detective shows and similar that two protagonists refer to each other only with their surname (without prepending Frau or Herr) and Sie. This is my impression of the principle at work in Sherlock, and appears in other police procedural or similar shows with two protagonists, as well.