Let's not forget that at the pool Watson attempted to sacrifice his life for Sherlock by taking Moriarty hostage, telling Sherlock to "run" and thus escape. Upon seeing this, Moriarty informed John that he had shown his hand. Think about this statement by Moriarity....he had witnessed that Sherlock had a true friend with self-sacrificing agape love for Sherlock. Therefore Moriarty understood that the little amount of heart that Sherlock possessed could be touched by this friendship, and therefore could be a means by which Moraiarty could "burn the heart out of" Sherlock, by eventually making him choose between suicide and saving the life of his friends. But yes, I am still a bit puzzled by the death wish of Moriarty. But I wouldn't actually call it a death wish. I think Moriarty wasn't planning to kill himself initially. But as he pulled the trigger on the rooftop, I think he had become ambivalent about life or death. In fact, on the rooftop when he told Sherlock "you are me" and "bless you", I think Moriarty was revealing that he was self-deceived into some sort of euphoria about the heights of the cat-and-mouse game he was playing. In other words, his life had reached what he considered the highest possible life achievement: not just to have beaten Sherlock, but to finally fully realize exactly what kind of no-holds-barred genius Sherlock was. To realize that Sherlock was NOT boring or ordinary after all, but truly WAS extraordinary beyond anyone else alive...that Sherlock truly was his equal, and the only opponent worthy of the effort that Moriarty had made to trap him. Moriarty was standing on the top of the mountain, with the satisfaction of having put this person in checkmate who was truly greater than even he had known. He realized that the mouse he had caught was actually the only other cat like himself in existence. And this brought him to tears. I think this is why Moriarty says "you are me" and "bless you" to Sherlock. In a twisted way, Moriarty knew that he was finally understood...that there was someone else like him, who was his equal. And then because he had reached the highest possible height within his value system, nothing else in life would ever give him such a thrill again. Everything else would be pale in comparison, so he was ambivalent about taking his life. He had no problem sacrificing it all to cement the checkmate that he thought would cause Sherlock either to end his life or live the rest of his life in the guilt of having caused the deaths of his truest friends. But he underestimated Sherlock's rigorous planning for every contingency, and in truth ended up killing himself for nothing. It's interesting to consider that Moriarty overlooked that Sherlock's having set the venue of their showdown could mean that Sherlock was surrounded by accomplices and actors who could carry out a staged suicide.