It was a special case, after all! Harriet is not the kind to go around spreading the news in and around Highbury. I don't see the risk here. If Harriet did not know about the engagement, she would not have been so quick to move on. If Emma had merely said that she felt Mr. Knightley loved herself, not Harriet, Harriet might have held out hope that Emma was mistaken, or lying about the state of Mr. Knightley's affections. It would be a cruel thing not to tell her the "worst" at once.