The only problem there is that every piece of luggage that gets added under the bus, adds a slight delay upon arrival at the resorts, as that luggage has to be unloaded, tips exchanged etc etc. With one or 2 people doing this, it's not going to add a lot of time, but for every person that does it all the sudden those bags can add up to 'real time' and it just delays the whole deal, which in turn makes the buses return trip slightly delayed, and if that entails picking up resorts on the way back to MCO, makes their pick up times slightly behind, which after 3 or 4 resorts from MCO to resorts, and then picking up heading back to MCO can suddenly start getting people to the airport later then what DME was planning..
So continue to do what makes you comfortable, but that's not how DME was intended to be used. And now the standard disclaimer "No matter WHERE you are travelling you should have a carry on with items you will need for the first day or night depending on when you are arriving, in case your luggage gets delayed / lost." I would much rather be on the way to WDW with a carry on, knowing that if something happens or the bags are delayed, I can still start my fun, and let WDW collect my bags later or help to chase them down.. No reason for me to be stuck at the airport waiting, when there is nothing that I can do if they are lost but wait....