Existe uma razão para isso:
While you can still call home the place where your mother’s blood dwells, there you cannot be touched or harmed by Voldemort. He shed her blood, but it lives on in you and her sister. Her blood became your refuge. You need return there only once a year, but as long as you can still call it home, while you are there he cannot hurt you. Your aunt knows this. I explained what I had done in the letter I left, with you, on her doorstep. She knows that allowing you houseroom may well have kept you alive for the past fifteen years.
Harry Potter and the Order of the Phoenix - page 625 chapter 37, The Lost Prophecy
Se alguém de Hogwarts ou o mundo bruxo tivesse se envolvido, Harry poderia ter sido transferido para um orfanato ou um lar adotivo (muitos bruxos teriam concordado em ter Harry.)
You might ask - and with good reason - why it had to be so. Why could some wizarding family not have taken you in? Many would have done so more than gladly, would have been honored and delighted to raise you as a son.
Harry Potter and the Order of the Phoenix - page 624 chapter 37, The Lost Prophecy
Mas isso também significaria que a proteção desapareceria.
My answer is that my priority was to keep you alive. You were in more danger than perhaps anyone but I realized. Voldemort had been vanquished hours before, but his supporters - and many of them are almost as terrible as he - were still at large, angry, desperate and violent. And I had to make my decision, too, with regard to the years ahead. Did I believe that Voldemort was gone for ever? No. I knew not whether it would be ten, twenty or fifty years before he returned, but I was sure he would do so, and I was sure, too, knowing him as I have done, that he would not rest until he killed you.
Harry Potter and the Order of the Phoenix - page 624 chapter 37, The Lost Prophecy
Esta é também a razão pela qual harry teve que retornar a 4 Privet Drive uma vez por ano.
Atualizando-o com base nos comentários do @Atsby.
Eles sabiam dos problemas que Harry enfrentou. Mas era importante para a segurança de Harry que ele permanecesse na 4 Privet Drive.
Adicionando mais informações desde que a pergunta foi atualizada.
Eles sabiam que Harry não seria tratado de uma maneira boa.
McGonagall e o Professor Dumbledore discutiram a mesma coisa antes de deixar Harry na porta da frente.Dumbledore stared for a moment at the sunlit grounds outside the window, then looked back at Harry and said, “Five years ago you arrived at Hogwarts, Harry, safe and whole, as I had planned and intended. Well - not quite whole. You had suffered. I knew you would when I left you on your aunt and uncle’s doorstep. I knew I was condemning you to ten dark and difficult years.”
Harry Potter and the Order of the Phoenix - page 624 chapter 37, The Lost Prophecy
“You don’t mean – you can’t mean the people who live here?” cried Professor McGonagall, jumping to her feet and pointing at number four. “Dumbledore — you can’t. I’ve been watching them all day. You couldn’t find two people who are less like us. And they’ve got this son — I saw him kicking his mother all the way up the street, screaming for sweets. Harry Potter come and live here!”
Harry Potter and the Sorcerer's Stone - page 8 chapter 1, The Boy Who Lived
Não era como se Dumbledore tivesse esquecido completamente de Harry por 10 anos. Ele tinha pessoas cuidando do bem-estar de Harry.
“Why didn’t you tell me you’re a Squib, Mrs. Figg?” asked Harry, panting with the effort to keep walking. “All those times I came round your house - why didn’t you say anything?”
“Dumbledore’s orders. I was to keep an eye on you but not say anything, you were too young. I’m sorry I gave you such a miserable time, Harry, but the Dursleys would never have let you come if they’d thought you enjoyed it. It wasn’t easy, you know... but oh my word,” she said tragically, wringing her hands once more, “when Dumbledore hears about this - how could Mundungus have left, he was supposed to be on duty until midnight - where is he? How am I going to tell Dumbledore what’s happened? I can’t Apparate.”
Harry Potter and the Order of the Phoenix - page 16 chapter 2, A Peck of Owls
É só que eles (McGonagall & Dumbledore) não se envolveram porque Harry estava a salvo apesar de ser maltratado e não havia outros lugares 4 na Rua dos Alfeneiros.