I set up our bands and customized them yesterday on the Disney World app. The cruise app gave me the same message as stated above. Maybe that just means they’ll need to connect when on the ship.
You should be able link to the account, pair to your phone and download any updates through the parks app.
(I ordered through the cruise app which sent me to the cruise website, so the bands were already linked and showing on our account).
I was originally looking to turn off the vibrations but maybe we’ll try it out, first. I just ended up changing the light up color themes
And I’ll probably check back right before our cruise for possible new updates. Then we’ll see if anything else needs to be done with them once onboard.
Hope that helps!