The Ground Transportation section of the
Disney Cruise Line web site says you don't have to claim them - it works like Magical Express:
"
Guidelines for Ground Transportation
Prior to your vacation, you'll receive a Documentation Packet that includes your Guest Travel Booklet with special luggage tags. Attach the tags to your luggage prior to leaving home.
*If you have arranged a pre-night at the Hyatt Regency Hotel, at Walt Disney World Resort independently or have purchased private transportation, please do not attach the luggage tags prior to leaving on vacation.
Upon arrival at Orlando International Airport, skip baggage claim and proceed directly to Disney's Magical Express® on Side B, Level 1 – Ground Transportation. A
Disney Cruise Line Representative will collect your luggage and deliver it to your stateroom.
International Guests: You must first claim your luggage and clear Customs and Immigration. Once cleared, your luggage will be returned to the main baggage claim area where a Disney Cruise Line Representative will collect and deliver it to your stateroom."
Here's the link:
https://disneycruise.disney.go.com/guest-services/air-ground-transportation/
The link also provides a telephone number so you could call and confirm.