Based on the timeline, Faith Astor would have been around 19 during Grave Peril, which is plenty of time to complete an apprenticeship or come close enough to accompany a master to a formal event. And yes it would hurt Harry, thanks to his overdeveloped sense of responsibility. His saving Faith also exposed her to the world of magic, and if she is Kumori that means that a Wizard level talent, one he had encountered personally, developed under his nose, in his town, then either followed a similar path to Molly-exploring her powers on her own instead of approaching him, then falling in with the wrong crowd-or was discovered and cultivated by dark powers and he never tripped to it. Either way, Harry would view it as a personal failure.