One of the advantages of using a harp mic such as a green bullet and running it through an amp is that this enables you to get a distorted or "overdriven" sound which sustains more and sounds more electric than a harp played through a vocal mic.
Listen to players like Little Walter, Big Walter Horton (another master of Chicago Blues) and Rod Piazza to hear great examples of amplified harp playing. There are no rights or wrongs with amplified playing. It is simply a matter of personal taste.