Yes, you can. BUT.....be aware of one thing. If half the guests on the bus got their own luggage, it would be a major inconvenience to the other guests riding the bus. Let's say that there are 20 families on the bus...maybe 4 people in each family...give or take. There are 10 families that decide they don't want to be without their checked bags. So, they drag their bags to the bus with them. They, most likely, have a bag apiece, so 4 bags per family, maybe more. But, we'll use that 4 per family. So, now you have 40 pieces of luggage, in addition to any carryon bags, that are too large to fit in the passengers lap, that have to be stowed underneath the bus. That may be an addtl 15 or so pieces of luggage when you add the carryon bags.
At each resort, the bus now has to sit there, and those going on to the next resorts, have to sit and wait until the bags for each passenger going to this particular resort gets their bags handed to them. And the driver will be expecting a tip from each of those families...so, it is going to add an addtl 10-15 mins at each stop.
Maybe not a huge deal for those getting off at that first stop, but believe me, it adds up for those still on the bus. The longest trip I've had to date (5 or 6 trips so far) with DME was the time POP was the third of three stops, and the first two stops had a ton of luggage to be taken out. We were at each of those two resorts about 12 mins each vs 5 mins. It took us close to 90 mins to get to POP.
Now, I've been the third of four stops before and it took only 70 mins that time. Go figure.
So....while I'm not telling you to tag your bags and let DME handle them for you rather than to hold up everyone on the bus, I'm just letting you know what the scenario could be. I know that one time, as we sat on the bus at MCO, waiting for others to board (that's what happens when you're among the first to board!!!), we watched as family after family arrived with massive amounts of luggage. After the 4th or 5th family got on board, after handing off their bags to the driver, another passenger asked them if they realized DME would deliver their bags for them. While it was funny, the family in question was not amused!!! They informed the 'rude' person who had asked the question that they were allowed to bring their bags to the bus....was there a problem?? The other person just rolled their eyes and shrugged. I think it was a very good thing that the bus went to the questioning person's resort before heading to the 'not amused' family's resort. Was it a nice thing to say? Probably not. But man....it does slow things down.
With that said, do what you will. DME was designed to get the guest to the resort as easily as possible. And the added perk of not having to lug your bags is a huge plus. Also, remember, it will add some time to your overall time...about 15-20 mins.