You're right (and I always thought it was Mercury on the Mercury Dime!)...
From Coin Resource .... "One thing its design does not depict, however, is Mercury, the messenger of the gods in Roman mythology. The portrait on its obverse is actually that of Liberty wearing a winged cap symbolizing freedom of thought. Thus, the coin more properly is known as the Winged Head Liberty dime. But the misnomer "Mercury" was applied to it early on and, after many years of common usage, has stuck."
So you can see why the government was in a hurry to change it.