Are you referring to Magical Express luggage tags??
If you are, I wouldn't worry. There have been many discussions regarding this on the transportation board. If they don't come, just check your luggage "as usual". Upon arrival at MCO you have two options, A) pick up your luggage and head over to the ME desk or B) Check in at the ME desk and give them a complete description of your luggage along with your luggage claim tags and they will get it for you.
You might want to check out some of the threads regarding this on the transportation board, maybe reading others experiences with this will ease your mind.
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