We stayed at AS Movies in August with a late arrival on DME. We checked into the hotel just past midnight, and our luggage arrived maybe a half an hour later. We were so exhausted, we didn't even think about asking them to hold it until morning, so they woke us up with the delivery, but it was nice to have it when we woke up in the AM.
I wasn't aware that baggage services closed at 11 PM, and whatever the policy, we got our luggage anyway. Maybe this isn't always the case, I don't know.
One word of warning, though -- if you get in late, be prepared to sit on the DME at the airport for a goodly bit of time waiting for other passengers to arrive to make a "full" trip. When we arrived at the airport, we hopped right on the bus, thrilled at our good luck -- but then sat on that bus for at least 40 minutes until a few other passengers arrived. We were exhausted, the kids kept saying "when are we leaving, Mommy?" and as I looked out the window longingly at private cars picking up their passengers, I wondered why I didn't just pay the extra money to get to the hotel after a long day.
DME has worked well for us in the past, but in the event of very late or very early arrivals, I will personally pay for a car in the future, just for ease of travel and comfort of my family. Just my opinion and words of advice, based on a very tiring experience...