A more careful reading suggests that this may not be the most accurate impression to take away. Consider the state of affairs at the conclusion of the events recounted in the tale:

Watson thinks that Holmes has been foiled, and will so characterize the case when he comes to write it up (he will even prefigure this in some mid-case commentary).

The (hereditary) King of Bohemia is quite pleased with the outcome, and will send Holmes a jeweled snuff-box in addition to the 1000 pounds he advanced for expenses. [This notion of what would be an appropriate amount for "expenses" does not bode well for the budget of Bohemia.]

Holmes has acquired a photograph of Irene Adler (solo), which it seems unlikely he will turn to the wall; he will wear on his watch-chain (always!) the gold sovereign she gave him at her marriage (for non-understood services); he will come to speak more kindly of the fair sex, and refer to Irene as "the woman".

Irene has exited with her new husband, stage Europe, where they presumably die before Watson comes to write his account.

What kind of failure is it that leaves the client satisfied and the failer wearing a memento of the episode? Granted there are masochists among us who will keep something to remind us of our mistakes (so as not to make them again), but displayed on our abdomen for the world to see? And Holmes comes very near to demanding Irene's photograph from the King (of course it could have been a particularly ugly ring he was trying to avoid).

No, Watson the blinkered, has seen only the superficial outcome, and not noticed the signs that it might have been otherwise than he thinks (he remarks Holmes' great respect for Irene, but still refers to her as being "of dubious memory"). And, to step out of the game for a moment, I think it remotely possible that Doyle might have intended this reading, or, more realistically, would not be unhappy with it.

Speaking of being blinkered, it took me a while to realize that the title itself may be a bit of tongue-in-cheek humor. "Bohemian" had just entered the language in the sense in which Doyle uses it when he gives Holmes a "Bohemian soul". La Vie Boheme, which Watson reads in A Study in Scarlet, describes an outside-of-society lifestyle that the Victorians might well have regarded as scandalous in and of itself, so that a "Bohemian Scandal" would be something of a redundancy. (One of the clearly tongue-in-cheek aspects of the title is that there is, in the end, no "scandal" in Bohemia.)

The story is not without its attractions for conspiracy buffs; unfortunately, we do not know if Doyle planted the "clues" to it deliberately, or was just, as usual, not sweating the details. But, to conspire: The King swears Holmes and Watson to secrecy for two years, and says "after that the matter will be of no importance." Is there some clause in the pre-nuptual agreement that gives Clotilde two years to back out if any premarital liasons are revealed within that time frame? This seems unlikely. And, while when the King rushes in the morning after Holmes' unconsummated raid, he asks Holmes "do you have it", when it appears the lady has gone, he cries "And the papers?" [and it is noteworthy that Holmes himself, in BLUE, refers to his "attempt to recover the Irene Adler papers."]. Is the photograph just a blind for actual matters of state? (In passing, it does seem passing strange that premarital hanky-panky would be much of a problem for a male member of the European (England included) aristocracy. Indeed, Clotilde might well be happy to discover that her husband-to-be was involved in only one.) It might also have some bearing on the matter that Godfrey runs over to Gross and Hankey's on Regent Street before heading to the church for his nuptuals. Why? Well the King is staying at the Langham -- which is in Regent Street! If this is not sufficient material for a dedicated conspiracy theorist, then I very much mis-estimate their mentality.

The one event in the plot for which we have no rationale is the very one it turns on: the marriage. In addition, Holmes' narration of the morning's events to Watson is rather strangely phrased. Describing what he learned from the men of the Serpentine Mews, he says "[She] has one male visitor and sees a good deal of him." In view of the fact that Holmes has just come from the ceremony which married Irene to this "male visitor", this is a curious way to put it, even if he was trying to give Watson a roughly chronological accounting; one would have expected something more on the order of "they told me that she had a male visitor ...". It certainly builds up suspense for us -- first we learn she has a visitor, then we learn his name, then we eavesdrop as Holmes speculates on this "complication". Holmes, it would seem, has a flair for dramatic narration as well as the occasional dramatic touch (e.g., Percy Phelps' covered breakfast dish). But what passes with no speculation is the reason for the sudden marriage (and clearly it is sudden, for there is the agitated conversation Holmes witnesses through the window -- without seeing Irene -- followed by the abrupt departures for the church -- when he does see Irene (and, I would maintain, falls in love with her), but not a scintilla of a suggestion as to why this might be happening now.

The most obvious reason is, of course, that someone -- Godfrey for choice -- has discovered the presence of the King in London, and he is applying this discovery as the final argument to a "marry me and leave all this" proposal that we may infer he has been pressing (those daily visits, you see)*.

Godfrey's wanting to marry her we naturally need no explanation for, or, rather, explanation there is in abundance: she has captivated the men of the Serpentine Mews, Watson comes near to succumbing himself, and Holmes himself says she has a face "a man might die for" (and I think it clear Holmes knew who one of those men was).

*A much more genteel explanation for those visits than the obvious one.