Which resort? Each resort has their own policies and potential issues. We received that message when staying at BC. When we went to the front desk, the last time, we happened to be greeted by the hotel manager and I asked why we get that message at BC but not at other resorts. She said that it's pretty common at BC. If anyone in your party has more than 1 Magic Band (active or not), the hotel's policy is to require you to come to the front desk. Because of Stormalong Bay, the resort limits each guest to using only 1 MB for pool access - but this limits room access to one MB as well. The trip to the front desk is required to setup a specific band for room and pool access. All other bands will still work for tickets, dining, charging, photo pass, etc., but can't be used to access the pool or the room.
We had a split stay that trip (3 resorts, BC first). Only the one band per person that was setup by BC front desk worked at BC. As soon as we transferred to AK (and then to Poly), any of the 5 or 6 bands I had worked just fine to open the doors.
So it's definitely a thing at BC, probably YC as well.
The manager also said that other resorts she's been at, have had various other operational reasons for requiring guests to sometimes go to the front desk first.
Steve