You have stumbled upon a controversial new feature.
As you probably noticed, the "Try Harvard Library" link brings you directly to the PDF file of the article. What it doesn't give you is the supplementary material.
For that, you can click on the publisher's link next to the Harvard link in the PubMed abstract:
That should send you to the publisher's website, but through the Harvard access tunnel. From there you can get the supplemental material, amongst other things:
The logic for the PDF redirect is that most people, most of the time, just want the PDF of a given article. This feature saves most people a couple mouse clicks for each article.
What it doesn't do is transparently explain what is actually going on and how to get other features. But now you know.