Mesh and material disappear after CreatePrefab() in C#

I'm currently working on a model importing tool in C# for the Unity Editor, which runs OnPostProcessAllAssets(), reads each model file and is supposed to create a prefab for each one containing the Mesh that was constructed from the model file data.

I have gone about doing this by creating an empty GameObject for each model, and then I assign the Mesh to the GameObject's MeshFilter.mesh. It's clear to me that this works, since I can see the applied Mesh in the Scene view.

However, the problem arises when this GameObject is converted into a prefab:

The prefab does not contain a Mesh! It has a MeshFilter component, but the Mesh comes up as "None (Mesh)". Furthermore, the material/shader that I assign to the MeshRenderer also disappears.

The creation of the GameObject in the Scene goes like this:

 Mesh importedMesh = null;
 importedMesh = ImportModelFromXml(asset);
 
 string prefabName = fileName.Remove( fileName.LastIndexOf(MODEL_SUFFIX) );
 
 GameObject go = new GameObject(prefabName);
 go.AddComponent<MeshRenderer>().material = new Material( Shader.Find("Transparent/Diffuse") );
 go.AddComponent<MeshFilter>().mesh = importedMesh;

And ImportMexhFromXml(string asset) looks like this (it's not reading from a file yet -- just creating a unit tetrahedron as a test):

 static Mesh ImportModelFromXml(string filePath)
 {
     Debug.Log("Reading .XML model: " + filePath);

     #region Read through the .XML format and assign all of the mesh data to a single mesh
 
     Vector3 p0 = new Vector3(0f, 0f, 0f);
     Vector3 p1 = new Vector3(1f, 0f, 0f);
     Vector3 p2 = new Vector3(0.5f, 0, Mathf.Sqrt(0.75f) );
     Vector3 p3 = new Vector3(0.5f, Mathf.Sqrt(0.75f), Mathf.Sqrt(0.75f) / 3) ;
 
     Mesh importedMesh = new Mesh();
 
     importedMesh.vertices = new Vector3[] {
         p0, p1, p2,
         p0, p2, p3,
         p2, p1, p3,
         p0, p3, p1
     };
     importedMesh.triangles = new int[] {
         0,  1,  2,
         3,  4,  5,
         6,  7,  8,
         9, 10, 11
     };
 
     importedMesh.RecalculateNormals();
     importedMesh.RecalculateBounds();
     importedMesh.Optimize();
 
     #endregion
 
     Debug.Log(".XML Mesh import complete!");
 
     // Return the Mesh to the caller
     return importedMesh;
 }

I am using the following statement to create the prefab from the GameObject in the Scene:

 PrefabUtility.CreatePrefab(prefabPath, go, ReplacePrefabOptions.ReplaceNameBased);

Could someone possibly explain why my Mesh is disappearing when I make this GameObject into a prefab? Do I have to do something special to bring the component contents over to the prefab?