Do you suppose it was to show him the purpose of a horcrux, so that if Voldemort were to try again to have Harry make one...?

There are some options for keeping him completely out of Voldemort's hands, but they're all rather drastic. For instance, Harry could relocate to Moddey. Which is a rather thoroughly appealing idea to me, but might not go over quite so well with Harry. (Also, in that scenario, Hermione would also need to go to Moddey -- she certainly could not remain at Buckingham if Harry were to disappear.)