In Harry Potter and the Order of the Phoenix, why does Dumbledore say Harry is not as angry as he should be?

The reason for this is that Dumbledore did not tell Harry
about the prophecy that Trelawney made before Harry was born.  Dumbledore wanted to
protect Harry from knowing about the prophecy.  By doing so, however, he left Harry in
ignorance of things that he maybe should have known.  Because Harry did not know about
the prophecy, he got fooled by Voldemort into going to the Department of Mysteries. 
Because he was fooled, Sirius died.

So, Dumbledore thinks
Harry should be more angry at him than he is.  Harry should be mad because Dumbledore
helped cause Sirius's death by not telling Harry about the
prophecy.