Yes, some people do this. Is it frowned upon? Only by some of us who post in this forum.
Seriously, it's not frowned upon by Disney or DME, it's an option available to you.
So your question is, is it easier to get your own luggage or get it delivered to your room. Well, you decide which is easier:
a) walking to baggage claim, waiting for your bags, lugging them to the DME line, lugging them to the bus queue, lugging them out to the bus, lugging them from the bus to your resort main lobby check in line,
OR
b) not lugging your checked bags at all, and seeing them inside your resort room after they "magically appear" there. Oh yeh, and not delayng yourself by unnecessarily waiting at baggage claim (also known as "getting to your resort sooner").
Easy answer as to which is easier.
The question FOR YOU is,
which is better FOR YOU?
Some people are nervous about whether their luggage will get lost by DME. I think on these boards we've read about maybe one incident of LOST luggage (over 2 MILLION people have used DME so far, so that's about 4 MILLION pieces of luggage through the system), but even with that we don't know if it was lost by the airline or DME. Airlines lose thousands of bags each year. DME can't come close to that. Heck, airlines DELAY 10,000 bags A DAY!
Some people are nervous about their checked bags arriving 2 or 3 hours after checking in. This never bothered me, because no matter where I fly I ALWAYS pack for the first 24 hours in a carry-on, just in case the airline delays my luggage. It's just a smart way to fly, a smart way to protect yourself against a slow or bad start to your vacation. Packing PJs, toiletries, medications, a complete change of clothes, and bathing suits takes up VERY little space. Try it for youself.
Some people feel they must wait in the room for their bags to arrive. They don't! DME bags get delivered inside your room whether you're there or not. When my bags were delivered to my room, I didn't even know about it because I was in the pool with my kids enjoying the start of our vacation!!!
So letting DME deliver your bags is obviously EASIER. But the question you have to ask yourself is whether or not it is the BETTER option for you. Some people like me enjoy the convenience and ease, and other people want to be in more control.
Either way, you'll have a great WDW vacation. ENJOY!