It is one thing for him to date various women. But if they are closely involved with the girls, as they seem to be, and then disappear again, it will inevitably affect them.
No, he is not doing anything wrong, but for the children (Harriet's daughter as well) I hope it works out this time.
What we know is that at Christmas he was still with Lindsay, because he wasn't at Sandringham but was pictured at a supermarket in Scotland with Lindsay.
The relationship with Lindsay did seem serious, because she was at certain royal events such as the jubilee & coronation concerts and Ascot.