I mainly fish steelhead and do a lot of swinging with a wet fly. I'm intrigued by knots and have done a lot of playing around with different knots. Before coming across the Harvey knot it seemed to me that the improved turle knot gave the best solution to being sure the wet fly rides straight off the leader. Lately, however, I have replaced the turle with the Harvey knot since it is easier to tie and like the turle knot, the knot is formed inside the eye. I have heard it is stronger than the turle knot. For a time, all seemed well. But then I began to think that maybe there is something about the Harvey knot that makes it less suitable for wet fly swinging than the turle knot. Something just doesn't seem right. For one thing, upon further internet digging, I can't come up with a single commentary that implies this knot is suitable for more than dry flies. I'd be curious about what experience others may have had using the Harvey knot for wet flies.
Since it holds the shank behind the eye like a Double Turle, it should work just fine with wet flies. I suspect the biggest reason you haven't found anyone talking about using it with wet flies is because Harvey is a trout fisherman and trout fisherman nearly to a man use a loop knot of some sort like the Duncan Loop or a clinch knot of some sort to attach wet flies or streamers to a leader.
I'd say use it if you wish because it is certainly a strong enough knot, pulls up behind the eye, and is pretty fast and easy to tie.
Since starting this thread I've looked further into using this knot for wets. I find that unlike the improved turle, as the tippet comes off the knot into the eye, it does so at an angle. Thus the tippet doesn't come straight thru the eye and you can see this by vertically dangliing the fly. The fly then cants slightly to one side or another whereas with the turle, the fly is perfectly in line with the tippet. How much difference this makes I don't know but can imagine there might be spinning of the fly during the swing. I can see where that might even be a good thing with a fly like a wooly bugger but all in all the canting effect now has me turned off to this knot, at least for wets. I still think its original intent, for use in dry flies, is just another of the many great innovations by one of our heroes, George Harvey.
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