Was told the same thing by "Rebecca". The Will Call option is only selected as an option instead of snail mailing the physical tickets, but you don't have to pick them up. She confirmed you can go straight to the turnstyles and use your Magic Band or My Disney Experience app once the tickets are linked.On my second call, "Jay" told me that Carter was totally wrong. He said once I'd linked the tickets to MDE -- which, he said, might not show up on MDE until June 15th when the online ticket sales go live, although like the posters above I noticed they showed up today -- all I needed was my MagicBand or MagicMobile for party access, and that there were no physical tickets I'd need to pick up.
Once I plugged in the confirmation number, all five tickets linked instantly. Not sure why some people had to wait for them to show up on their account.