In Brett's film that relations is hidden liking. Such sequences are few, though they are fine, in my opinion (instance, the Watson's look at Mary from the window). I understand of film director: to marry off Watson -- it would mean to go in defiance of feeling by the audience. Obviously, the people didn't want that Holmes and Watson parted, and their adventures was finish.
PLUS: I'm not sure that stately, beautiful, independent, young Mary Morstan would get married to very non-young (about 55 ?) Watson. Of course, doctor is good and noble man, but hardly SUCH woman would makes SUCH choice.
In Russian film "The Treasures of Agra", a spark of feeling between Watson and charming Mary Morstan flares up during first the meeting in the Baker Street sitting room. But both don't suspect about it yet. However Sherlock Holmes understand how it will end. His unusually serious face is very expressive.
In "The Treasures of Agra", the Watson + Mary line is parallel of detective plot during total episode (as in the Conan Doyle's story). The Watson's kiss of Mary near open empty casket is the culmination of romantic line. By the way, that kiss looks Victorian postcard. ^ _ ^
The final dialogues between Watson and Holmes (the parting sequence) are merely heart breaking, though Watson sadly says: "However, I'll be back..."
In next episode Mrs. Mary Watson reads out telegrams by Holmes to husband.
By the way... After "The Treasures of Agra" premiere on TV, film director received a heap of rapturous letters, but among a heap he find a good few letters with requests to return of Watson to Baker Street rooms and even... threats! ^ _ ^