Our Father - S3-E1
Other mistake: When Debra is talking about her new haircut, she states that she has changed her hair "for the first time since she was 8." However in various flashbacks throughout the show she has drastically different hairstyles from her 'usual'.
Do You Take Dexter Morgan? - S3-E12
Other mistake: The marriage certificate for Rita's first marriage shows her date of birth as 04-19-1989 and Dexter states she married at 16. The marriage date is 08-16-1989, when she would have been 4 months old. She also would only be 17 at the start of the series (2006) if she was born in 1989. (00:13:45)
Do You Take Dexter Morgan? - S3-E12
Other mistake: Debra is checking her email for the traffic cam photo of George King. The sender is labeled "Miami Metro Robbery Div." and the subject is "Photo of George King." However, after opening the email, the send is then a malformed email address of Det.Robertson.Robbery|MiamiMetroPolice.web with a recipient address of Debra.Morgan.Homicide|MiamiMetroPolice.wed (wed, not web), with a subject of "B. O. L. O. Match - George King." (00:26:38)
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.