Like I said, probably every unfinished story he has in his files is something where, at some point, he figured, "Nah, this is bullshit," and abandoned it in place so he could move on to something less bullshitty. And since he doesn't want to be known by leftover bullshit (and, more importantly, knowing full well that there are morons like me who would jump at the chance to put the finishing touches on one of Harlan's castaways), this is simply his putting the final stamp on his legacy.
I'm sure it's much the same thing as when Charles Schulz decreed that nobody was to take over "Peanuts" after he died. His creation, his decision.
Now, maybe, perhaps, there are finished, yet unreleased, stories floating around Harlan's files, and those may very likely be exempt from this order, and would therefore eventually see the light of day. But the unfinished stuff has already been condemned, so no point worrying about it. Just hope that he decides to finish some of them before he finally shuffles off this moral coil.