Query regarding Schengen immigration and re check-in

Hi, I've a French student visa and flying from Abu Dhabi to Brussels on Etihad. I've a connecting flight within 90 minutes from Brussels (Belgium) to Lyon (France), through Brussels Airlines (codeshared w Etihad). The PNR/Booking reference for the entire journey is the same.

Since my first port of entry into Schengen is through Brussels, I'm guessing my immigration will be there itself. My query is, will I need to remove and re check-in my checked-in luggage at Brussels airport?