WMG / Tantei Opera Milky Holmes

Sherlock is Nero's mother.
Because the original Sherlock Holmes was the original Nero Wolfe's father according to Word of Dante. And if they're the girls' grandfathers, then...

The girls have brain damage after the accident that made them lose their toys.
Comedic reasons aside its likely that the accident in the first episode of season 1 gave the girls some sort of mental problems. Asides from their IQ being lowered, the way that the girls regain and lose their toys seems to be akin to mental trauma or some sort of subconscious usage.

It also explains why in TD the girls rarely used their toys and still act like idiots. Even though they got better, its clear that there was some permanent damage that prevents from using their toys like in the VN. They probably decided after S2 to stop trying to get their toys back and simply use what they got. After all they did solve cases, its just that something went awry leading to the aftermath.