Why is my mock set empty?

I am just starting to learn about unit testing and mocking. I've spent all day reading different tutorials, trying to find the best one to practice with. I've settled on Testing with a mocking framework (EF6 onwards) as it is using EF6 (modern), as well as what seems to be a very popular mocking framework (Moq). Also, it is quite vanilla and hosted on the MSDN webset. It has to be decent, right?

I've set up a project exactly as specified in the example and am running the debugger through the test examples to make sure I understand what is going on. The test I'm working through is as follows:

[TestClass] 
public class QueryTests 
{ 
    [TestMethod] 
    public void GetAllBlogs_orders_by_name() 
    { 
        var data = new List<Blog> 
        { 
            new Blog { Name = "BBB" }, 
            new Blog { Name = "ZZZ" }, 
            new Blog { Name = "AAA" }, 
        }.AsQueryable(); 

        var mockSet = new Mock<DbSet<Blog>>(); 
        mockSet.As<IQueryable<Blog>>().Setup(m => m.Provider).Returns(data.Provider); 
        mockSet.As<IQueryable<Blog>>().Setup(m => m.Expression).Returns(data.Expression); 
        mockSet.As<IQueryable<Blog>>().Setup(m => m.ElementType).Returns(data.ElementType); 
        mockSet.As<IQueryable<Blog>>().Setup(m => m.GetEnumerator()).Returns(data.GetEnumerator()); 

        var mockContext = new Mock<BloggingContext>(); 
        mockContext.Setup(c => c.Blogs).Returns(mockSet.Object); 

        var service = new BlogService(mockContext.Object); 
        //test code here
        var blogs = service.GetAllBlogs(); 

        Assert.AreEqual(3, blogs.Count); 
        Assert.AreEqual("AAA", blogs[0].Name); 
        Assert.AreEqual("BBB", blogs[1].Name); 
        Assert.AreEqual("ZZZ", blogs[2].Name); 
    } 
} 

It is very simple and I am lead to believe that I am understanding unit testing and the mocking framework. Cool! I decide to perform an experiment to validate myself, by inserting service.AddBlog("ADO.NET Blog", "http://ift.tt/1kT5Xvj"); (from a previous example) into the above TestMethod, just after the service is instantiated.

I expect that as I step past var blogs = service.GetAllBlogs();, blogs should contain my new entry, but it does not. It only contains the 3 from the initialization of data.

What is going on here? Shouldn't that code insert a blog record into the data object, and thus pulling it when calling GetAllBlogs()? Perhaps I am not understanding the idea of mocks properly?