Using a finite dx in calculus leads to approximations rather than precise calculations, as it assumes all mass within the interval is concentrated at a single point. This can introduce errors in results, particularly in contexts where accuracy is crucial. The discussion emphasizes that as dx approaches zero, the approximation improves, ultimately leading to the concept of the integral. The harm lies in relying on finite dx for calculations that require exact values, potentially misleading interpretations. Understanding the significance of limits in calculus is essential for accurate mathematical analysis.