It seems the question is about where to apply early not which to go to IF he or she gets into both. It is a reasonable question.
They can only apply to one early, and neither school will be easy to get into. It seems that they realize that fact and also realize that if he or she gets into Wharton then Harvard would be off the table, and visa versa. So the question needs to be asked now, not in four years or after they get into both.
To the OP, if you really don't know which you would prefer then don't apply early to either, or apply EA to Harvard since it is non binding and you will have the option of Wharton open to you should you get in. That being said, if you are certain that you want to study business, and that is not available as an undergrad at Harvard, I am not sure what is confusing you. You will certainly make strong connections at Wharton too.