Why is the harmonizer useless?

You can do this with the H9 easily. But you have to know how to set this up. I have listened to that  Steel Panther song you mention (at 2:51). For that one you have to use the Diatonic Shifter algo. Can't do this with the H910/H949 algo because it follows a certain scale. Set scale to Eb harmonic minor scale (Hmin). Use only Pitch A and set that to a third above (+3). That's it.