International travelers have to walk their bags through customs somewhere, and that somewhere is never the Disney resort.
>>> If Orlando is the guest's first port of entry...
These key words refer to the place where the guest clears customs. It has been suggested that the yellow ME tags not be attached until after clearing customs (to reduce confusion?). If the guest clears customs in Orlando, it is possible to hand carry the bags to the ME welcoming area although it may be more convenient to attach the tags on the spot and re-enter the bags into the airport's baggage system for magical delivery. The latter case is intrinsically the same as for international ME guests clearing customs prior to leaving their home country and then not seeing or touching their bags until getting to the resort.
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When I travel from Canada, Orlando is my first port of entry and I don't clear customs in Orlando. I have personally travelled this may many times. If we go back to the OP, the travellers were coming from Canada (thus the advice given).
I'd advise the OP to check out the Canadian Board for further examples of people who have actually travelled this route.