Revealing mistake: When Dexter enters his apartment and finds Zach dead in the chair, you can see Zach's chest moving, showing he's breathing. (00:49:45)
Remember the Monsters? - S8-E12
Revealing mistake: In the flashback scenes when Dexter and Deb are shown holding baby Harrison in the newborn room, you can tell they are just holding a dummy in the wide shots because the baby never moves a muscle.
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.