Why does Harrer ask Peter about finding the women even though he is sitting in front of Peter's wife?

That scene opens with Heinrich smiling and saying to Pema, "Hello married woman." So he clearly intended to have a pleasant visit with Peter and Pema initially. While they were talking over tea you see Heinrich look at Pema's hand, and the camera focuses on Pema's ring. If you recall earlier in the movie Heinrich tricked Peter into trading a prized watch for food. Shortly afterward Peter finds out Heinrich was hiding three watches from him. This leads to a fight which is resolved when Heinrich gives Peter all three watches and Heinrich's wedding ring.

I don't know if it is the same ring or not, but I believe seeing the ring triggered Heinrich by reminding him of his domestic failures and frustrations. This leads to the quip you asked about. This quip would be especially biting if Pema's ring was Heinrich's old wedding ring. Essentially Heinrich would be saying "Yes I tricked you into trading your watch, but you married a woman I wanted with my wedding ring." Regardless I think seeing the ring brought Heinrich's resentment of Peter's happiness to the surface, which Pema gently chides him for. Heinrich's resentment in my opinion wasn't really due to losing Pema, but a reaction against Peter for attaining something Heinrich couldn't, namely a happy domestic life. This is something we know Heinrich valued through his letters to his son.

In keeping with the theme of the watch incident, I think it is significant that the next time you see Heinrich and Peter interacting is at the Christmas party at Heinrich's house. At the party Heinrich gives everyone a gift, and Peter's gift is especially meaningful. By giving Peter back his watch Heinrich is saying sorry for his past behavior, and I believe letting go of his past resentments, including Peter giving Pema Heinrich's ring if that was the case.