Mass-to-flux ratios measured via the Zeeman effect suggest the existence of a transition from a magnetically sub-critical state in HI clouds to a super-critical state in molecular clouds. However, due to projection, chemical, and excitation effects, Zeeman measurements are subject to a number of biases, and may not reflect the true relations between gravitational and magnetic energies. In this paper, we carry out simulations of the formation of magnetised molecular clouds, zooming in from an entire galaxy to sub-pc scales, which we post-process to produce synthetic HI and OH Zeeman measurements. The mass-to-flux ratios we recover from the simulated observations show a transition in magnetic criticality that closely matches observations, but we find that the gravitational-magnetic energy ratios on corresponding scales are mostly super-critical, even in the HI regime. We conclude that HI clouds in the process of assembling to form molecular clouds are already super-critical even before H2 forms, and that the apparent transition from sub- to super-criticality between HI and H2 is primarily an illusion created by chemical and excitation biases affecting the Zeeman measurements.