If a Guest arrives at the Welcome Center with their luggage it is not "checked in" and tagged and sent to the room. Once it is removed from baggage claim by the Guest it becomes their responsibility. The Welcome Center will issue paperwork to collect non-DME tagged bags at baggage claim (that's what the Cast Members you seen at baggage claim are doing) if the Guest wishes to have them collected and delivered to their room but did not attach DME tags for whatever reason.