Pressure and Fit of Fabrics
Holmes prefers to wear tight bowties, the only other neckwear we see outside of disguises is (I think) this:
Which is again, snug and high upon the neck. It's certainly a style of the time, but not the only style.
And again, heavy scarfs worn closely around the neck
A cap that can be securely tied around the chin and a coat with a hat
To self soothe when in distress, it is observed that the heavy, loose fabrics become tightly wrapped around him
The unending commitment to the blanket
tightening his dressing gown around himself after Moriarty's visit
There is also the matter of wearing his hair slicked and set back with pomade - it is a better sensory experience the fewer articles of clothing or hair are being swept around away from his center of mass.
There is a change to this rule, starting in Sussex. The snug bowties, buttoned up waistcoats, heavy cloaks and scarves are gradually replaced with soft cravats, billowy white cotton shirts beneath a three button waistcoat, and his hair is free to settle in any direction.
But the blanket of course remains.