Close Up

My interpretation of a close up is that it is when the camera is zoomed in and displaying the subect(s), usually an actors face, this is to more effectively highlight facial expressions and movement etc.

I believe this technique was used in this scene to emphasise the facial expressions of Sherlock, this could be used to add dramatic tension to the scene. This results in the audience paying close attention to the actors face and being able to pick up more clearly on any emotions shown by Sherlock adding to the drama and pace of the scene.