Yes, you're correct, just injecting mRNA isn't enough. In fact, in the step described I only tested my mRNA. It's mRNA coding for Cre recombinase, which is part of my gene editing "set". I needed to know if it's functional, before injecting it together with all other components into the zygotes I wanted to actually place in mice.
C. elegans and D. melanogaster are certainly a lot faster, I agree :P