Dumbledore wasn't sure how many Horcruxes were created
Dumbledore wasn't sure, whether Voldemort had created Horcruxes. He had guessed it after the events of Harry Potter and the Chamber of Secrets and Harry Potter and the Goblet of Fire, but he wasn't sure how many Horcruxes were created.
“I have been hoping for this piece of evidence for a very long time,” said Dumbledore at last. “It confirms the theory on which I have been working, it tells me that I am right, and also how very far there is still to go...”
“But now, Harry, armed with this information, the crucial memory you have succeeded in procuring for us, we are closer to the secret of finishing Lord Voldemort than anyone has ever been before. You heard him, Harry: ‘Wouldn’t it be better, make you stronger, to have your soul in more pieces... isn’t seven the most powerfully magical number...’ Isn’t seven the most powerfully magical number. Yes, I think the idea of a seven-part soul would greatly appeal to Lord Voldemort.”
Harry Potter and the Half-Blood Prince,Chapter 23, Horcruxes
The piece of Voldemort's soul inside Harry gave Harry special magical power
Ability to speak Parseltongue:
“You can speak Parseltongue, Harry,” said Dumbledore calmly, “because Lord Voldemort — who is the last remaining ancestor of Salazar Slytherin — can speak Parseltongue. Unless I’m much mistaken, he transferred some of his own powers to you the night he gave you that scar. Not something he intended to do, I’m sure...”
Harry Potter and the Chamber of Secrets, Chapter 18, Dobby’s Reward
Special Connection to read thoughts:
“The usual rules do not seem to apply with you, Potter. The curse that failed to kill you seems to have forged some kind of connection between you and the Dark Lord. The evidence suggests that at times, when your mind is most relaxed and vulnerable - when you are asleep, for instance - you are sharing the Dark Lord’s thoughts and emotions.”
Harry Potter and the Order of the Phoenix, Chapter 24, Occlumency
The fragment of soul inside Harry had to be one of the last
“Precisely. If there comes a time when Lord Voldemort stops sending that snake forth to do his bidding, but keeps it safe beside him under magical pro- tection, then, I think, it will be safe to tell Harry.”
“Tell him that on the night Lord Voldemort tried to kill him, when Lily
cast her own life between them as a shield, the Killing Curse rebounded upon Lord Voldemort, and a fragment of Voldemort’s soul was blasted apart from the whole, and latched itself onto the only living soul left in that collapsed building. Part of Lord Voldemort lives inside Harry, and it is that which gives him the power of speech with snakes, and a connection with Lord Voldemort’s mind that he has never understood. And while that fragment of soul, unmissed by Voldemort, remains attached to and protected by Harry, Lord Voldemort cannot die.”
Harry Potter and the Deathly Hallows, Chapter 33, The Prince’s Tale
Harry used these powers to track down some of the Horcruxes and it also saved his life. So Harry needed Voldemort's soul till he hadn't tracked down all the Horcruxes.
Harry shouldn't defend himself when Voldemort tries to kill him
“But . . . ” Harry raised his hand instinctively towards the lightning scar. It
did not seem to be there. “But I should have died—I didn’t defend myself! I meant to let him kill me!”
“And that,” said Dumbledore, “will, I think, have made all the difference.”
Happiness seemed to radiate from Dumbledore like light, like fire: Harry had never seen the man so utterly, so palpably, content.
“Explain,” said Harry.
“But you already know,” said Dumbledore. He twiddled his thumbs together. “I let him kill me,” said Harry. “Didn’t I?”
“You did,” said Dumbledore, nodding. “Go on!”
“So the part of his soul that was in me ...”
Dumbledore nodded still more enthusiastically, urging Harry onward, a
broad smile of encouragement on his face.
“. . . has it gone?”
Oh yes!” said Dumbledore. “Yes, he destroyed it. Your soul is whole, and completely your own, Harry.”
Harry Potter and the Deathly Hallows, Chapter 35, King’s Cross
Couple of reasons for saving Harry, when Voldemort tried to kill Harry in Ministry of Magic:
- Dumbledore was not sure if Harry would put up any resistance or not.
- Dumbledore thought there could be many Horcruxes, Harry might need his power derived from Voldemort.