I've asked myself this question as well and I'm sure that whatever event he choses to reveal himself, he will do it very effectful. He'll show off, as he always does, probably giving eveyone a heart attac.
Maybe he wants to clean his name before he comes back. I don't think that his friends would be in danger if Moriarty's people found out that his death was fake because Moriarty is dead and why should they care about a mission that lies in the past especially when the boss is dead?