Live mysis (mysisds) have never been a necessity for seahorses but a definite plus to add to the nutrient profile.
Soaking frozen foods in meds or vitamins is NOT as good as gut loading live shrimp as most of what you soak it in is washed off into the water column before it gets eaten.
For normal feeding though, frozen mysis is the acknowledged top food for standard seahorses other than dwarfs.
In this particular case, the OP is talking about DWARF seahorses, and dwarf seahorses will not survive on frozen foods. They need LIVE food.
Very few, if any, dwarfs are in tanks with sumps.
IMO, adding mysids to a dwarf tank is a great move as they are more prolific than most of the pod forms you could also add to the tank, providing nauplii for the dwarfs to feed on.