These are expensive figures and there would have to be some pretty major incentive to splash out all that money at once by buying both at the same time. And more than the shipping cost of a figure within the UK (for me).
I am not a numbered-LE-keep-it-mint-in-box-type collector, so those options would have no appeal to me. However, if buying both as a set knocked a sizeable chunk off the price of buying them separately, then I would seriously consider that.
At the moment, with the prices as they are likely to be, I am torn. I would love both, but can't afford them. So, I could just buy a Sherlock, but what is a Sherlock without a Watson? So then I don't buy either.
It is almost an argument for selling the set together first, so that those who have to be the first kids on the block to have something new have a reason to buy. Then staggering the sales of the two, individual figures to give people who need to save up (like me) a chance to stabilise their bank accounts between releases and get both.