The chances of the bags not making your BUD flight are below 1%, but higher than the risk compared to a point to point transfer.

But you probably won't have much choice, agents are supposed to check baggage to the final end point, unless there is an overnight stay en route, so your working assumption is that they will be through checked. If that happens, you can get the bags out again by queuing up at the baggage service desk, and it may take an hour or so for the bag to be returned. So it's not something I would do, but it is possible. To some extent you are paying for the through check service in your ticket price, so it may be better to take a few things in your cabin baggage to cover your stay in the Sofitel and the small chance that the bag does not roll out in BUD.