IMO, for my kids, I'd feel more comfortable at the resort because it's smaller, and they are most likely to just chill in the room. But even if they left the room, I wouldn't worry about them getting "lost". At the parks, I'd be more concerned they'd get turned around and not be able to find where they are supposed to be. Mine are 13&10 and stay home alone and are fine. At a local park this summer, we did let them, and their older cousin (15) go off on their own a few times, and they were fine.
Having said all that, I know that at age 11, back in the early 90's, my parents dropped my friend and I off at the gates of Six Flags with tickets and $20 and told us to meet them back at the gates at whatever time, and we were off on our own lol. Gen X childhood at it's best lol.