Nobody wants to sit in a hotel room and wait for hours for luggage, instead of having fun at a theme park, swimming at the pool, or enjoying a meal.
With DME, nobody has to wait in the hotel room. The luggage is delivered, even if the guest is not in the room, because Disney has taken care of the inbound bell service gratuity.
Packing swimwear or theme park attire in a carry-on is not difficult. A carry-on is always a good idea because airlines sometimes delay luggage. Being 100% dependent on immediate access to ones checked luggage is a bad idea, regardless of whether or not one is using Magical Express, and, in fact, regardless of whether the destination is Orlando or any other airport in the world.