I took this scene to mean that Holmes' dad was carrying on an extra-marital affair, and that Holmes, being the natural detective, found out even though he was only a child. He then, presumably, told his mother out of loyalty to either her, or the Truth generally. I have no idea if this is Conancanon, but doubt it very much. Alternatively (but less likely), it is an attempt to explain why Holmes first became interested in detecting - he noticed his dad behaving secretively when the affair was happening, and taught himself to become an investigator.
The obvious message of this (leading to domestic unhappiness for all concerned) is that Holmes' higher calling / destiny will not make him personally very happy, reinforcing him as a tragic hero, and the depressive character of the Conan Doyle stories. It also foreshadows the fact that Elizabeth, his principal source of happiness, will be lost to him as an indirect result of his obsession with resolving mysteries.
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