For everybody that thinks that if you remove the uselessness of Milky Holmes then the anime would be awesome, I recommend that you think again. Yes, Milky Holmes were very useful in this "alternative" universe but the cost was far too great. There were less laughs and random stupidity in this series. I felt like I was watching something different. While watching this, I realized that Milky Holmes isn't complete without Kokoro-chan shouting her usual catchphrase of "Don't call me Kokoro-chan" and Henriette Mystere with her big "boing-boing". Okay so I spoiled you a bit. Yes, there's no appearance (hell, there's no room) for Kokoro-chan nor Henriettehere so for their fans, you'll get disappointed if you watch this because of the lack of screen time for them.
What can I say about the story is so far, this is the best plot line I've ever seen for Milky Holmes. I recommend that you understand the story again and again. It's like Milky Holmes meets Detective Conan's hard to solve cases.
Conclusion, if you remove Milky Holmes' uselessness, you'll get much, much more uselessness. Then again, if you really are a big fan of Milky Holmes, you should watch this just so you could add this to your anime list.