If you’ve been harassed at work it gives you an upper hand to complain about your workplace, and so you also present a liability to the company now that harassment occurred. That might not mean consequences but it does mean you are more risky, even if there’s no easy way to deal with that risk now.

Harassment is difficult to document. If it's not documented and there are no witnesses willing to corroborate (i.e. if you can't sue), to HR it doesn't exist.

Anecdotally, I've also seen people complain of harassment when e.g. someone complemented them on their looks when wearing a bikini at a company event in Hawaii. So while I in general have no sympathy for HR, they do end up in such bullshit situations from time to time.