It depends for me. Sometimes I leave it in the alcove as the liunge is full and I don't want to look like a dork with carrying my bags around the lounge. But sometimes if I am travelling with very little I will tkae my bags with me.
P.S. I always overpack and pack very heavy things so my bags is always hard to handle and I look like an inexperienced traveller, whcih I am of course not.