I can't speak so much for Harrogate, but Lincoln is in a similar position of being a tourist destination which, until recently, had no direct service from London (at least, not one that tourists would use -arriving just before the pubs shut and returning to London before breakfast!)
People don't like changing trains, and for different reasons neither Leeds nor Newark are nice places to do so - Leeds is large and confusing, Newark is basic and has infrequent connections.
People who have to travel to or from such places either put up with having to change trains, railhead to a station with a direct service, or go by road (car or coach).
People who don't have to travel to such destinations, such as tourists, simply choose not to go (or go to a different tourist destination, which does have a direct train service)