I could be quite wrong, but I believe that harpy was basically housing a copy of the captain's brainwaves. When you first get to Nessus (rescuing Cayde), Failsafe mentions that one of the things the Vex have done is conversion of brainwave patterns. In the O' Captain quest, you hear the Captain say that the Vex are surrounding him and that it's almost as if they are studying him. In the end, the harpy that was 'communicating' with you simply ended up leading you to the Captain's location in order to ambush you for further study. To your point, most of the Vex 'types' have specific duties that are not combat related.