okay I have been thinking about this all day.......
I think the Moriarty transmission was a setup by Mycroft and (maybe) Sherlock. We know that Mycroft didn't want Sherlock to take the job abroad because it would lead to his death.
Magnussen did have actual files, he said so, sometimes he gets them delivered to him, he said so.
Whatever they said, they (Mycroft and Lady whoever) did want Magnussen neutralised but I am guessing that more powerful people were too scared to allow it.
So the Holmes brothers needed to put on a good show of arguing.
John and Mary did need protection, not only are they his friends, they are USEFUL.
Whatever structure that Magnussen had put into place for after his death now needs finding and neutralising but Holmes cannot be seen to be working for the government.