If you want traffic to come into the SRX on one routing instance and leave via another routing instance then you do need to create a connection for this traffic on the device.
By default the routing instances maintain completely separate routing tables and packets cannot go between them unless you create the connection.
You can use three basic methods:
route leaking via rib groups
https://kb.juniper.net/InfoCenter/index?page=content&id=KB19787
logical tunnel interfaces to create a virtual interface connecting the two routing instances
https://kb.juniper.net/InfoCenter/index?page=content&id=KB21260
physical interfaces connected on the device each assigned to the two routing instances