Are You...? - S7-E1
Factual error: During the walk-through of the crime scene, there is a small remnant of plastic sheeting between Travis' toes. Given the entire church was consumed by flames, or more importantly, the body and foot from which the plastic is pulled are badly burnt, it's highly improbable that the plastic sheeting would still be present. At least not in the form that is shown, but rather more like a globe of melted plastic on or into the body or table. Similarly, the feet wouldn't be 'wet' or glossy with blood. (00:15:22)
Factual error: In The Beginning while Dexter is on his boat in Miami, you suddenly see mountains in the background, of which there are none in Miami. Also the palms are too high, indicating they are from California. And the worst setting mistake is the Florida tags in front of the cars. Only commercial vehicles have front tags.
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.