I don't know where I got this from but I was always under the impression that you had to put your luggage outside your door at the end of the cruise.
Disembarking the Explorer last week, there were 8 people in line at US Immigration in front of me and every one of them was pulling there huge suitcases. I guess its no big deal but it just surprised me. I'd NEVER consider doing it. Any time I get to spend away from those darn suitcases is a pleasure!