He either didn't know or didn't care that Harry said "Don't hurt Peter"
Harry called out "don't hurt Peter" when Octavius was already halfway down the building. It's not at all clear if Octavius heard it, and even if he did, he may have been confident that Harry would still be willing to trade Spider-Man for the tritium. This was probably a good assumption - when the trade did happen, it's not like Harry made sure Peter was safe before handing it over.
With that in mind, let's remember Otto's motive: He wants Spider-Man so he can make the trade. And since he doesn't know Spider-Man's secret identity, he doesn't particularly care what happens to Peter Parker. If Peter is hurt or killed, so what? It will only further motivate Spider-Man to come after Octavius, whether out of a sense of justice or revenge.
Remember, Dr. Octopus already attracted Spider-Man once when robbing the bank. It's not like it's that hard for him to draw Spider-Man out by causing a little mayhem. Using Peter just made it more convenient and faster. Kidnapping Mary Jane was a spur-of-the-moment change to the plan to motivate Peter even more to bring in Spider-Man.