No they don't "have" to but they do have the ability to enter your room for a "security check", or other reasons, and they don't need your permission as you have already given them permission.
Here is the basic text: We reserve the right to enter any room at a Disney Resort hotel for maintenance, safety, security or any other purpose, even if the Room Occupied sign is displayed on the room door.
Link:
https://disneyworld.disney.go.com/park-rules/ (under the Company Rights section)...
Note: they have removed the old Do Not Disturb signs and replaced them with Room Occupied.
Dave