Are You...? - S7-E1
Plot hole: It's out of character and against his code for Dexter to kill Viktor at the airport. Airports have security cameras everywhere (you can see one on the ceiling when he is wheeling Viktor into the unclaimed baggage storage), and using the unclaimed baggage storage as the kill room is equally unwise, because any airport employee could walk in at anytime and catch him red-handed. Dexter was caught murdering Travis Marshall by Deb just hours before, so if anything, he should be even more cautious.
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.