Good question.

On the one hand, telling her probably wouldn't give her anything she doesn't already have. On the other hand, Jason Connolly did not know that Obadiah was dead, and Sherlock can hardly explain that he has invited the vampires who murdered the bastard into his home. There are not very many configurations of the available truths that she is likely to find palatable.

Well, be damned to her palate, then.

"No one official," he says lightly, "but I make it my business to know things."