As of August 8th, Royal Caribbean will not offer the option to have bag tags mailed separately when completing your Set Sail Pass account. There will be an exception for Crown & Anchor Pinnacle and Grand Suite guests. Like other cruise lines, you will be able to print a luggage tag on paper when you complete your Set Sail Pass.
I guess if they wanted to cut costs some more, this is a better choice than eliminating something else from the ships. On the cruises where we had to print our own tags at home, I was surprised at how well they stood up to the handling. And of course you can always just wait until the pier and get tags from the porters.