Sherlock:
He had said something real mean to you and didn't know how to make it up to you. So when Miss Hudson suggested buying you lingerie he had to give it a try. The girl in the store told him that this piece was both comfortable and a good gift for one's girlfriend.
John:
You had told him that you were feeling a bit underappreciated and to make you think otherwise he bought you this piece, it was simple yet it made you feel beautiful and sexy.
Moriarty:
He always bought you lingerie. He thought it was adorable how you'd blush bright pink and playfully slap his arm.
Greg:
Greg was even more awkward about entering the fancy lingerie shop than Sherlock was. He was so nervous about buying you this piece, since he didn't know what you liked. But the lady at the shop assured him that this was something every girl secretly wanted.
Mycroft:
Though he did ask one of his assistance buy it for you, he approved the choice. His cheeks were an adorable shade of pink when you opened the gift.