Yeah there's really no other way,unless maybe you wanted to go eat at the Boardwalk or an EPCOT resort then you could go from AK to one of the EPCOT resorts and take the boat from there to MGM!!
There is park-to-park bus transportation from AK to all of the parks (and vice versa) and from MGM to MK, but that's it. MK to Epcot uses the monorail, MGM to Epcot the boat or a walk.
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