If you bring any bottles in your check-in luggage, they will find it when it goes through x-ray. And the same thing holds true when you go through security and have to put your carry-on luggage through the x-ray machines. That's when they'll probably check your onboard account to see if you've already got your two bottles claimed or not. And if you have, then that's when they'll ask you if you want to drink it onboard and have the corkage fee applied to your onboard account, or if you want to bring it home with you, then they'll take it from to reclaim when you get off the ship and not charge your onboard account.
Sounds like a lot of extra work to me, but this is basically what NCL is doing, except they're charging the corkage fee on ANY bottle of wine or champagne you're bringing onboard.
Gotta love the hunt for the extra buck!