That is definitely a very large pH swing. pH is a logramithic measure so 1 full point on the scale is likened to 100X as great as a tenth of a point. The other fish just might be better equipped to deal with large pH swings but the Harlequins are apparently not.
They are usually sensitive to ammonia and nitrite, but fairly tolerant of other potential water quality issues. Here's a good little article with feedback on Harlequins:
Also, have you purchased all your deceased Harlequins from the same source? If so - try buying them elsewhere, just to see if the store you're using has poor stock.