It is all about Entropy.

Ever since this thought crossed my mind, I cannot think anything else...

Moriarty works according to the principle of the second law of thermodynamics and Humpty Dumpty is a reference to it.  He is using opposing forces, that attract each other, to get things done with little effort e.g. using the system to keep people out of the Tower to get himself locked in, or using Sherlock against the jurisdictional system to keep him out of jail.
In the Reichenbach Fall he sets up the police against the criminals, the secret service against investigative journalism and himself against Sherlock.  Moriarty sees himself as the smartest villain and finds an opponent in Sherlock.  During the swimming pool scene, earlier, he realises that Sherlock is not up to it yet because of the uneven power balance.

According to the law, for as long as opposite powers attract each other you have stability, until they collide.  His life's ambition is to enact the law and create the biggest chaos ever.  
The scene on the roof is also a test for Moriarty ("You're ordinary.").  Sherlock counters it, demonstrating to understand Moriarty's tricks, and says; "...prepared to do anything, prepared to burn, prepared to do what ordinary people don't do. - You want me to shake hands with you in hell, I shall not disappoint you. - Oh, I may be on the side of the angels, but don't think for one second, that I am one of them."
When Sherlock also indicates he sees through the suicide plot, Moriarty restores faith in Sherlock, to be the one; "You're not ordinary. No, you're me. You're me, thank you." i.e. you are like me end we are destined to become one, entropy.  He can now continue with his plan.  

Sherlock later confesses to have had 13 alternatives for ending the rooftop scene.  Being 'equal', Moriarty must have had a similar amount of options lined-up.

Sherlock did not die and so Moriarty cannot be dead, it's the law!
You can compare it with a comet on collision course with earth and having a near miss.  It'll return on its next orbit and that time it may strike.

In 'His Last Vow' Sherlock keeps his promise and shoots Magnussen (CAM) triggering the return of Moriarty.  Let's hope the writers can speed up the orbital speed of Moriarty and do not let us wait for another two years to the next series.

All in all, it is a bit like a magician.  If you look to closely, and get distracted by the deception and you miss the trick.

A few side notes:
- Sherlock did some quick thinking deciding to kill CAM.  He knew the government could not go public with this story and he had Mycrofts cover.  He freed Mary Watson from blackmail and lets the (thermodynamics-)law take its course.
- The out of character moment that Steven Moffat referred to could well be that Sherlock was accommodating to Moriarty's wishes.  He prides himself on being independent. In addition there is a (deliberate?) misjudgement on Sherlock's side.  Shortly after he made the remark to Watson; "Alone is what I have, alone protects me." Watson;" No, friends protect people.".  On the roof Sherlock realised that he is not 'Alone' and needs to activate alternative escape options.

So how did Sherlock, and Moriarty, fake their death?
To be honest, I don't really care (anymore).  I am looking forward to a new series with lots of twists and turns with Moriarty back on the scene.

What do you think?