Psychologists are not psychiatrists, so they are not really part of the medical world. And, anyway, we already gave up this principle when we started doing live donor transplants.
More specifically, medical ethics work under the Declaration of Helsinki, and not "first, do no harm".
For example, the Declaration says "In medical practice and in medical research, most interventions involve risks and burdens." That is not the same as "do no harm."
Also, "While the primary purpose of medical research is to generate new knowledge, this goal can never take precedence over the rights and interests of individual research subjects." and "Appropriate compensation and treatment for subjects who are harmed as a result of participating in research must be ensured." and "No national, ethical, legal or regulatory requirement should be allowed to reduce or eliminate any of the protections for human subjects set forth in this declaration."