Having done
Disney cruise's sounds to me like the Magical Express works the exact same way.
Doesn't matter what airlines you arrive on at MCO. Disney Cruise Lines will transport your bags to the ship the day of the sailing if you are using their tansportation and put the tags on your bags. After checking in your bags at the airport you will not see them until getting into your room at the ship.
After the cruise, if going straight back to the airport for a flight that day you can check your bags at the port only with certain airlines. Otherwise, you take your bags with you on the bus to the airport or on whatever other transportation you're using.
This seems to work well for Disney Cruise Lines. Not sure why it wouldn't work well for Walt Disney World Resorts.