Yes, you should carry everything you need to dress out the animal with you. I skin, quarter, and sometimes bone it out at the kill spot. Put it in game bags, and hang it up in a tree. In the shade.
Marking the spot with tape is a good idea if you don't have a GPS to mark it. You can even use some tape to mark your tail back to the truck, but please take the tape down when you're done.
I hunt with a small backpack that has everything I need dress it out. Game bags, rope, knives, wipes, gloves, plastic bags, and a tarp. I'll also have my lunch, first aid kit, rain gear, and ammo.
I have just enough room left in the pack to bring out the tenderloins, and backstraps on the first trip. I go back to the Jeep, and get my frame pack, and get the rest. That may take 4 more trips.