@SarahGen-- I would have said the same thing three days after my cortisone injection too. Cortisone takes time to work, sometimes a week, sometimes two or three. But once it starts working, it relieves pain and lasts for months.
I continued to have severe pain for a week after my cortisone injection. But after the second week, the pain disappeared and it hasn't come back. It's been almost six months!
When I experienced pain relief, I didn't even think of the cortisone because like you, I expected results right away. But when I went for a check-up with my doctor, he said that it's the cortisone kicking in. I have no idea why doctors forget to tell us that it takes a while for cortisone to work from the beginning, but that's how it is.