He's not trying to be dense about this, it's just that there's so much to focus on that he's not quite able to catch everything. So naturally, the parts that he's missing are the important ones, like John desperately trying to get his attention. He does hear the please, to his credit, but he doesn't quite catch the meaning there until the bite. That's when he breaks through the haze of Sherlock's mind and swirling thoughts, and Sherlock's grip loosens considerably. The bite hurt but not so much that it had broken the skin, not so much that he's reeling hard from it.

He doesn't let go, but the hands on John aren't trying to pin him down or choke him or hold him immobile, they're just... still there. Close in a way that seems very Sherlock in its lack of understanding of personal space combined with more awareness as to what's going on than John could hope to have right now, even though they've never been close quite like this.

"Sorry," Sherlock huffs out, muffled against John's shoulder. He actually apologized. And it's not insincere, but it's off the mark. He's sorry for carrying on the training exercise too long when things had obviously begun to shift in a different direction. Surely John's aware of that? His reactions confirm as much - the sounds, the shivers - surely John is aware of what the reactions of his own body mean. Sherlock is, and this isn't even his area. For the moment, he's catching his breath or trying to, still so keyed up from taking John down that he needs a few seconds just to breathe.