Hello,
I'm Dj and attend weddings all around Cabo area, actually I have a wedding in october at Westin and seems to have no problem at all.
Most of the hotels will try to sell all the services, it is one of the ways they make money, but you don't have to buy their services if you are not sure the quality of them. For sure you have to buy the catering and probably drinks, but for others services you will need you are free to choose any vendor you want.
Remember that this is unique ocasion and you want it to be perfect so try to use the best vendors you can find at the area, many brides will advise about it, and make this day unforgettable.
Dj Fradal.