The properties of a phase with large correlation length can be strongly influenced by the underlying normal phase. We illustrate this by studying the half-filled two-dimensional Hubbard model using cellular dynamical mean-field theory with continuous-time quantum Monte Carlo. Sharp crossovers in the mechanism that favors antiferromagnetic correlations and in the corresponding local density of states are observed. These crossovers occur at values of the interaction strength U and temperature T that are controlled by the underlying normal-state Mott transition.