I will break my own rules and say this....
say you have 6 bags total. You get off the plane, go rent a car, and head right to your resort. BUT.....one of your bags was misdirected, by your airline, and it went to Cleveland!! So, DME has no idea how many bags you checked...you didn't head there and checkin, so they can't ask you how many bags to look for.
Okay....you get to your resort. You don't expect your bags for up to 3 or 4 hrs so head off to a park for the rest of the day...you'll unpack when you get back later that night. So, back to your room you go..tired, hot, and just wanting to go to bed. You open your door and there are 5 bags, not 6! Well...now many hours have passed by. Someone should have been looking for your missing bag. If you're lucky, someone in Cleveland will notice it and say 'Hey, that's a DME yellow tag..send this bag down to MCO." but, maybe they won't. That bag may sit there for days. Now, you have to figure out who is going to look for your bags. You didn't get on the bus after checking in with DME...so you didn't use DME the way it was intended and don't really have too much recourse with them. The time frame for reporting a missing bag to the airline may very well have passed....not sure what happens then.
Does this happen often? No. But, it can, and does, on occasion. DME isn't intended to be a luggage delivery service. It is a people delivery service, with luggage delivery added as a nice perk.
In all reality??? I would rather see this happen than to have guests go to baggage claim, get their own bags and bring them to the bus with them. That practice slows down the whole process for everyone on the bus.