well, this is the explanation David Stuart Davies gives in Bending the Willow:
“It was decided, for example, that Watson would not have a wife or a Mary Morstan romance and that any chronologies which attempted to place the stories in certain years or a articular period of Holmes’s life would be ignored. To the serious Sherlockian scholar this may have seemed radical or even drastic; but one must remember that what Michael Cox and the team were dealing with was a popular drama series dedicated to bringing the essence of Sherlock Holmes to the television screen for millions of viewers, not a slavish, scholarly, and pedestrian re-telling of the tales.”
this is what Michael Cox says also in Bending the Willow:
“We are not doing the marriage. Miss Morstan walks out of Watson’s life at the end. However, I do feel sorry for Dr. Watson in particularly. There’s a lovely actresses playing Mary- Jenny Seagrove- and one could well see Watson fall in love with her. On the other hand I think that the great strength of all the stories is the relationship between Holmes and Watson is simply one of the greatest friendships in literature. And it doesn’t quite work if there’s a wife around the corner. My theory is that Doyle rather regretted marrying Watson off.”
aaaand according to Jeremy Brett (in the book Starring Sherlock Holmes: A Century of the Master Detective on Screen by David Stuart Davies, I think)
The character of Mary Morstan was removed from the stories in which she originally features: nothing ought to get in between Holmes and Watson. She would have got in the way. Watson was more in love with Holmes – in a pure sense – than he could have been with a woman.