I think the problem is the entire "send your bag" to the exit for pick up depends upon you buying something, which you aren't doing. But I did think of one thing that MIGHT work.
If you plan to buy a Food and Wine T shirt/bag etc... Take your goodie bag over to the shop. Get your purchase ready and before you buy ask if they will put your goodie bag in the bag with your purchase to send to the front desk. I have had them add earlier purchases to a later purchase and ship it all together so this MIGHT just work. No guarantees! Heck if it works and you really didn't want Tshirt etc.. Just take it back to your hotel gift shop LOL!