I think the article makes the case that you do not need to import water, it is supposed to already be there. If you have a ready supply of hydrogen and oxygen (which indications are Mercury does) and an incredible amount of energy that can easily be converted you reduce your import burden substantially. This has always been my doubt about Mars, is the energy available that we need to get anything done over there? (I also agree that Nitrogen availability is a serious issue for any food production, regardless of the strategy, and this is likely a Mercury weak pont.)
Terraforming is not the goal, it is a means to an end of making a survivable planet that does not required resources from earth. Limiting your options to terraforming is not required and may not be desirable.
I'd say the goal is to find a survivable planet that can support billions of people. In that sense, the amount of water ice that is in a couple of permanently shadowed craters is really negligible. And on Mercury you're talking about only a narrow zone around the poles that you can support people if you excavate massive amounts of rock underground.
If you're talking about the energy required on Mars to change the atmosphere on a planetary scale, is there a source that says that would be a limiting factor? None of the research on this that I've seen considers it to be an issue. Mars receives about 1/3 the incident sunlight that Earth does, measured at vacuum. But the amount of that incident sunlight that will reach the surface will be higher on Mars due to the thin atmosphere and lack of cloud cover.
Perhaps the eventual goal is billions of people on another planet, I think the medium term goal is just a large enough gene pool to ensure survival of the species. You do not need billions for that. The truth is that even if you want billions you do not necessarily need a whole lot of space for them, if you examine the total area of arable land on earth and how many people you can pack into a city the space requirements are not as large as one might first assume if you have climate controlled growing conditions and a 100% urban population.
I have read a lot of material about the energy required to sustain some sort of colony on Mars but I have never read anything estimating the kind of energy strategy required for terraforming or building a substantial colony. This is why I have doubts about it, I do not see it being properly considered. For example most of the terraforming schemes involve the generation of greenhouse gases, creating a more opaque atmosphere and nullifying the thin atmosphere advantage. So now you have a sun-starved version of earth without the repository of hydrocarbons to dig up and burn off that earth has. I'm no expert though, this is a fairly uneducated opinion.
Terraforming is not the goal, it is a means to an end of making a survivable planet that does not required resources from earth. Limiting your options to terraforming is not required and may not be desirable.