And who is going to notice him disappearing anyway? Sherlock barely talks to Mycroft and they very rarely see each other.
Until he gets a phone call from a colleague of Mycroft's informing him that his brother has supposedly disappeared because he has not turned up for work in weeks.
So Sherlock tries to find out more, when he finds evidence that is no doubt related to Moriarty, whom he believes to be dead. Therefore he thinks it may be someone who worked for him, but sure enough when they finally have an encounter, it is in fact, Jim.
The reason why he does this is because he wants to see how far Sherlock would go to save a brother. His friends have already been targeted in the past, so it would be repetitive if Jim were to use the same tactic. And considering the background between the two brothers, does Sherlock really care that much?