There ARE DE Harlequins
How would that actually work? Despite the usage of the term, I always thought "Dark Eldar" are a culture rather than a race, which means you're not actually a Dark Eldar anymore as soon as you drop the act and pursue a different path. Indeed, Harlequins are not Craftworld Eldar either. They're yet another subfaction that merely allies with Craftworld Eldar from time to time.
Or was that just handled differently again in one of the novels?