He does have to take pause, just for a second to throw his coat on. It's harder to run holding it than it is to wear it and Sherlock finds he can follow after Moran better that way.
As soon as they turn and the other stops in the empty alley, Sherlock dips in and leans against one of the brick walls aside of them that keeps them blocked in and hidden from the street. He peeks around the corner. Thankfully, no one was following them as close. The police were likely going to be spinning their wheels for a short while until they got their wits and caught on.
"It wasn't my first time, fortunately," he replied. "Though, I will thank you for not firing it again." He adjusts his coat better, his scarf too before turning to send a questioning look towards the other man. "That doesn't sound like a can't. It sounds more like a won't when you phrase it like that."