I think that they are both super-grateful and happy that they have each other, and also that there’s something creepy about blaming either of them over that situation.
Sherlock (for once) got into trouble through no particular fault of his own. The only person who should be held responsible for that is Mary.
Blaming John for not being ‘grateful’ enough makes a lot of assumptions.
1: That Sherlock actually TOLD John his reasons when, apparently, both men are emotional turtles.
2: That Sherlock even knows his reasons, himself. That’s not exactly a situation ruled by the conscious mind.
3: That, somehow, John is NOT sufficiently grateful for Sherlock still being alive.
I mean, these people have watched the first eight episodes, right? They saw all that with John praising Sherlock and being pleased as a peach to have Sherlock in his life and being devastated at losing him and the hugging at the wedding and all? I’M PRETTY SURE YOU CAN INFER THAT JOHN IS THRILLED THAT SHERLOCK’S ALIVE. Would we have liked it if HLV had taken a bit more time to actually anchor us in the relationship that’s motivating this entire histrionic plot? DEFINITELY. But after 810 cumulative minutes of Sherlock and John demonstrating their love for each other in this series, I don’t think that the lack of those scenes can be taken as an indication that for some random reason they stopped caring.
Similarly, yes, certainly Sherlock should be grateful he has John (and I mean, oh fuck, he should be so very grateful, because I still don’t know how John managed to forgive that giant-ass, life-wrecking fuck-up Sherlock pulled on him with the Fall). But given the hour and a half-long speech about how happy he is to have John in his life that we saw in TSOT, I think we can take that as a given that Sherlock is, indeed, very grateful.
I still don’t really understand how people managed to make it through this entire show so far and come to the conclusion, as of the end of HLV, that these two men are not utterly, ridiculously devoted to each other. I know we would’ve liked to have had more scenes in the episode that showed it (frigging sloppy timeskips), but their absence proves only that somebody in the writing or production team got distracted by other things in the story. (Like that waste of 5 minutes that was Sherlock long-windedly talking himself through how not to fall on a bullet wound. Jesus. Yes, I’m happy that Molly and Anderson talk to him in his head, but we got the point in the first 30 seconds.)