Harry might worry that he shouldn't tell them because that would push them to do something. Harry does believe they are safest when they are being guided by the WG instead of him getting them involved.
Oddly enough Marcone having the Coin causes Butters becoming a Knight of the Cross added emphasis given that he would be there to counteract Marcone's influence on the Paranet and its Chicago members.
As for Anduriel listening at the shadows on the Knights, those Swords house Angels as well and Anduriel been described as a bit of a coward. Given the 3 swords routinely counter 30 Coins I don't think cowardly is an adjective that can be applied to the Angels in the Swords.
On the Noose and its weakness, the Knights have said that they aren't there to destroy the holders of the Coins but to redeem them. That includes (however vexing it can be) Nicodemus and Deidre as Michael showed in Skin Game. The Weakness of the Noose only has value in killing Nicodemus.