Harikrishna also beat lower-rated American Jeffrey Xiong but save for the two wins, he had a forgettable day as he suffered four defeats, apart from three draws.
After a draw against another US player Hikaru Nakamura, the India number was outlasted by So in 69 moves on Thursday.
The former world champion got off to a good start and won the first game of the best-of-four contest but went down 2-3 to Peter Leko of Hungary.
The former world champion had kept the Norwegian ace in check in three games of the best-of-four contest before slipping 1.5-2.5 by in the final game late on Wednesday.
"We have not only the opportunity but the responsibility to players and fans around the world who need a distraction...when no other live, competitive sport is being played," said Carlsen.