This is not correct. You absolutely can check your bags at the resort and you don't have to get them to the customs house yourself.
As PPs have said, you have to make a reservation with bell services to get your bags and take you to the customs house. There you can check your luggage and not see it again until you get off the plane at your home airport.
When we were there in February we got a ME packet on our door, but it didn't have our departure time, even though we had given them our flight information about 5 times. I called, set up the departure time and set up a time for bell services to pick us and our luggage up from the room. The morning of our departure we were packed and ready to go and waited. And waited. And waited. 30 minutes past our pickup time bell services had still not arrived. I called and they told me that I had not set up a departure time. I explained that I had, but couldn't remember the name of the CM that I spoke to the day before. They got a van out to us within a few minutes and we were able to get squared away, but not without a bit of stress.
So call two days before your departure, then again the day before and get CM names and make sure the times are confirmed.