Our Father - S3-E1
Continuity mistake: When Dexter gets out of the car and talks to his sister, the strap on the camera keeps flipping back and forth. (00:52:45)
Easy as Pie - S3-E7
Continuity mistake: When Dexter and Rita are having dinner at Miguel's house, his wife drops a glass. She sets 2 other glasses on the island in the kitchen. After a cut to another shot the 2 glasses are now on the counter by the sink, before she bends down and picks up the glass she dropped. (00:39:50)
Continuity mistake: In the scene where Dexter is playing a video game on Miguel's office computer, Miguel is shown to close the game down. But in the next shot the game is visible on the screen before disappearing again in the shot afterwards. Additionally, the video game shown is Halo 3, which is only available on Xbox 360. When Miguel 'closes' the game, he is actually alt-tabbing from a "TWVidpla" window to "Plaindesktop.bmp," and a laptop battery indicator is visible. (00:12:55)
The Lion Sleeps Tonight - S3-E3
Continuity mistake: A man in a blue t-shirt and holding two beer cups is seen walking in front across Dexter and Miguel. In the next shot the same man is seen walking behind them. (00:15:40)
Continuity mistake: When Dexter leaves on his boat there are fishing poles behind his seat, but when he turns back around and you see him going away on the boat they have gone.
Our Father - S3-E1
Continuity mistake: When Dexter and Vince are next to the dead girl, in the side shot, the tied string from her top is visible on her back and her hair is to the side. But in the overhead shot of her, her hair is covering the tied string and spread more over her back.
Continuity mistake: Deborah walks out with the yellow shirted man in front of her. Next shot after Quin leaves, the same man re-exits the room. (00:14:00)
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.