Harry is a special case though, the only reason he came back from being mostly dead is the Queen of Winter, an archangel, and the keeper of Demonreach wanted him to be. Notice the Knight's Mantle never left him, he wasn't all dead. Now with all dead, the mantle would have moved on to the nearest suitable vessel..
The ladys' mantles and supposedly also the queens' mantles (Mab seems to think hers would go to Molly and I suppose Molly's) move to the next suitable vessel, but the knights' mantles are supposed to return to one of the queens, which happened in Summer Knight with Tolkien's mantle. The queen/lady can then put the mantle wherever she likes.
Harry didn't die, so his mantle simply stayed where it was. Had he died, it would have moved back to either Mab or Maeve, so they could choose their next knight.