Continuity mistake: Arthur and Dexter make a u-turn to avoid a DNA checkpoint. The view from outside the van shows no oncoming traffic, but the view from inside the van shows several cars waiting for them to complete the u-turn. (00:53:20)
Continuity mistake: When Dexter is packing kill tools for the road he "packs light" and chooses a knife and hammer. However once he's at the hotel room setting up the kill room he unrolls his entire set of tools like he does at all the other murder room scenes.
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.