At first, I thought the shrink was too much like Lundy— the serial killer expert who ironically takes an interest in Dexter's instincts. But the ending twist was a good one. My theory is that after Harry "created" Dexter and saw what he was capable of (there is a flashback from Season 2, I believe, where Harry walks in after Dexter kills someone and begins puking and saying to Dexter, "Stay away from me"), he sought counseling from Vogel and ended up admitting everything to her. Because of patient confidentiality, she never told the police and began taking an interest in Dexter and watching him from afar, studying his behavior.