Dirty Harry - S4-E5
Visible crew/equipment: Before Debra is taken away in the ambulance Dexter is physically stopped from getting closer to the scene, and when Batista tells the cop that Dexter is one of them, in the next shot facing Dexter the reflection of the moving overhead boom mic can be seen on the car window. (00:04:05)
Dirty Harry - S4-E5
Visible crew/equipment: After the ambulance taking Deb to the hospital drives away, a crew member ducks down in front of a parked car in the background. (04:36:00)
Dirty Harry - S4-E5
Continuity mistake: When Dexter listens to Officer Lundy's tape recording, we hear Lundy say that the Trinity killer's weight is 190 to 200 pounds. When we saw him recording that, he said 200 to 220 pounds.
Dirty Harry - S4-E5
Other mistake: When Lundy is shot and falls to the ground, there is no visible injury even though he is facing the camera. Later, Masuka says he was shot twice, once in the chest and once in the neck. The shooter was facing him. We should have seen the blood.
Answer: Two reasons. First, as a cop he knows that there are lots of murderers walking around free due to flaws in the system so he uses Dexter's "urges" to right the wrongs in the system by taking out people who have no right to walk around free. Secondly, by taking him to a psychologist he runs the risk of having him committed and he doesn't want that for obvious reasons, so he figures it is best to channel his urges to what he considers a greater good.
The_Iceman
In addition to the earlier answer, in the last season (8th) of the show, we are introduced to Dr. Vogel, whom Harry had been discussing the situation with Dexter as well, and it is shown on-camera that Harry describes what Dexter has done (killing)... So, technically he did consult a psychologist/psychiatrist, just not having Dexter and her actually meet. But Dr. Vogel was aware of whom it was and how to intercede.