In most cases, DME does not know of baggage not arriving into Orlando. An exception is if you did not have yellow DME tags and you showed your claim checks to the DME welcoming area CM thus putting them on the lookout for your bags.
I would suggest that you contact Visa and RB, sending them the paragraphs below:
RE: Baggage Delay Benefits.
I am staying at a large resort complex that provides ground transportation from the airport about 15 miles away. As a guest convenience they intercept the checked baggage, transport that in separately routed trucks to the resort, and deliver that to the guests' rooms while the guests bypass the airport carousels.
In the event baggage does not arrive in the guest's room, the guest files a claim at the hotel front desk in the same manner as s/he would when not finding his/her baggage at the airport carousels. It is as if the shuttle bus trip from the airport to the resort complex is a "connecting flight".
Usually the guest partakes of various resort activities upon arrival and does not return to his/her room until many hours have passed since his/her plane landed.
Please advise me whether you accept the "missing baggage report" prepared by the resort in lieu of the "airline report" that I might receive at the airline's baggage claim desk.
The name of the resort complex is Walt Disney World and the name of the mostly outsourced ground transportation service is Disney's Magical Express.
If the answer is "no" you may want/choose to not use the DME yellow tags and fetch your baggage from the carousels yourself. Visa is offering a service over and above what the airlines do while DME just matches what the airlines do.