Ther are factors;
--The plant has to grow viable seeds and drop them.
--The seed must have a chance to survive.
In nature not all seeds survive and grow. Some seeds are tougher than the others.
My dill seeds survived but cilantros didn't.

PLUS, in zone 5 still there is a chance. But then why take a chance? Just go ahead and sow some seeds rather than depending on
and expecting too much from mother nature.Arn't we, the gardeners, mother nature's helpers? (smile!)

To answer your question of when to transplant, as tiny as possible. You should be able to get whole plants without disturbing the roots that way. Cilantro may bolt when transplanted.

FataMorgana