The same reason no one mentions that a Wendigo can't possibly win an Essence contest against a doublt-digit force Blood Spirit, unreliable narrator. Harlequin's actions and inactions are not relevant to the story. Aina is a periphery character that the narrator is barely aware of. He may not even know of Harlequin's existance. His dealings with immortals has been limited to a single Horror and its victims.

Harlequin may or may not have tried to use Fourth World magic to bring Aina back. He may have succeeded or he may or failed. And such an act may have been the reason why minor Horrors freely roam the earth as early as the twenty-sixth century.