When you check your bags into your home airport, do you consider that part of DME? No.
It isn't any different when you check your bags to go home.
"Approximately two weeks before departure, special luggage tags are provided by Disney to its resort guests* who have booked Magical Express service. The tags are sent out by mail or FedEx. Guests are expected to attach them to their luggage before the bags are checked in at the guests’ departure airport. The tags allow personnel at Orlando airport to identify which bags belong to people using Magical Express."
Information and advice about using Disney's Magical Express and Resort Airline Check-in for trips to Walt Disney World in Orlando.
When you opt-in to DME, pre-covid your bags go from the airport to my room. There are probably 10 services (including Bags) behind all the scenes, but it all starts with opting into DME.