I've used the carts at many properties myself, mostly lower end without bellman at all, so trying to grab one for personal use doesn't seem out of the ordinary. However, once I found that it was for the bellman's use and not for guests, I would have decided to either use it or carry my own. I have to agree that trying to take it yourself after being told it was for their use it a bit like grabbing a golf cart from security to drive around a resort

I don't think that is appropriate - putting another person through hardship for your benefit/amusement. A simple "I'll carry them myself, thanks" would be proper.