Sunshine and Frosty Swirl - S7-E2
Continuity mistake: When Wayne Randall is eating ice cream, the size/amount of ice cream on the cone changes as the camera pans back and forth between characters.
Sunshine and Frosty Swirl - S7-E2
Revealing mistake: After Isaak Sirko killed Tony Rush by sticking a screwdriver in his eye, Rush almost instantly drops dead on the floor. When Sirko's assistant, Jurg, wipes the screw driver for finger prints, you can still see a pulse at the base of Tony's throat. (00:54:05)
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.