I too found it odd that they didn't really feel they were being stabbed, squoosh. When they did the close up of the stabbings it was obvious both victims felt something but are the belts so tight they really would not feel that it was a small thin blade? Is it possible it just felt like a piece of tight fabric tweaking a strand body hair?
However - why did the killer go on to use the strategy again? Well, it's more than possible that either a) Sherlock's involvement in the case was not publicised until he mentioned it at the wedding as it was not solved (so no chance for glory) or b) it was publicised but people knew that Sherlock had not been able to solve it - so the killer could take a chance on using the same strategy as the how and whom had not been discovered.
Also, his position as the photographer - the person no-one really sees - gives him the opportunity to operate unseen even if they were on the lookout for a potential killer. It's a trope used a lot in Agatha Christie, Sherlock Holmes and many other crime stories - the killer hidden in plain sight. In fact, it even reflects the fact John did not see Sherlock in ep 1 when he was masquerading as a waiter. All quite neat, really - these echoes between different situations - which is why Mrs Hudson's speech on not really knowing her husband I think foreshadows revelations to come about Mary.