Sherlock just shakes his head. He doesn't really care if they were kidnapped or not, honestly - at this stage. He's more curious about their surroundings and what this place is at present because there is no real way of knowing how they got here for now. Best focus on what he can deduce.
He shrugs at the question. "You had a ring when I last saw you, that's all. Um. Not... " he waves his hand in the air. "Us." Seems important to tell John that, though it might be irrelevant.