What we are seeing here is that the RMX Harmonizer extracts one handle up to the intersection for cases where a straight meets a curve. However, it does not do so if the remaining shorter handle is shorter than 25% (or 15% if the long handle was nearly on the intersection before).
In your case, it seems that 25% threshold is exceeded for the inner curve of the bold master but not the other curves.
So much for the geeky explanation of what is going on and why.
What I suggest is to lower the nodes on the left (where the straight meets the curve), which will make the connection much smoother and remove the visual “bump”. Then the Harmonizer will apply its extend-to-intersection principle to both the inside and the outside on both masters, and the result will be noticeably smoother.
That said, maybe you have. In the video, you are selecting only individual curve segments. Note that curve segments are never inharmonious in themselves. The only thing that can be inharmonious is the connection between two elements. So, the Harmonizer does not harmonizer individual curve elements (as this is neither sensible not necessary) but connected curves.
Also, note that “balanced” handles have nothing to do with an overall harmonious shape. I know some will tell you so but this is complete nonsense, and I am really tired of these discussions. No-one has ever demonstrated why “balanced” handles lead to better shapes. It is purely an instruction for those who really want instructions.
Also, see this:
Which leads us to the last issue: interpolation. At the moment, the Harmonizer treats each master independently. This is because it should not modify the non-active master (this is a general principle of Glyphs, btw.). I am considering adding the inter-master equalisation of intra-curve proportions as a feature so that we can improve the quality of interpolations. For more discussion, see this thread.
Hope this helps for now!