Kindly see the sentence above the red heart. You already "Raise the heat to high and sauté for about 30 seconds." Why not keep sautéing at high heat? Why "Transfer the pan to the oven"?
This second step feels dispensable! You're wasting money and energy because you have to turn on the cook top and oven!
From p. 46 in 2005 Williams-Sonoma Collection: Seafood. I don't duplicate Why roast mussels in an oven, rather than steam or stir fry in a stock pot?, because here we're not cooking exclusively mussels in an oven. We have two steps.
In most cases, especially in savory cooking, it is perfectly fine to adjust recipes. Sure, you can continue to cook on the stove top, you will probably need to mix, stir, and or shake so the mussels cook evenly, but they will cook and the result will probably be delicious. I suspect the author of this recipe puts them in the oven so that they will cook evenly, take on a more roasted flavor, and allow you to prepare something else while you are waiting.