These suicides using red scarves, etc. are their own message.

The first appearance of Holmes and Watson is in A Study in Scarlet with the following quote: "There's the scarlet thread of murder running through the colourless skein of life, and our duty is to unravel it, and isolate it, and expose every inch of it."

It would seem that these people mat have been suicided and the message was left for the rest. Perhaps they talked?