You are absolutely right. I had been told by one agent that they were already connected but, after receiving your post I called the MVP desk. First they said they thought they were connected and then they double checked and found that they weren't completed yet. They said "soon, very soon".
They also said that it is better to input your CO number ahead of time by phone, rather than wait until you are at the airport. That way you can use the kiosk check in if you would like to.