I believe, and correct me if I'm mistaken, RB supplied the extra bag for JO's winter clothes to be taken with her. At the inquest AC asked JO if her original bag, the one left in Amsterdam, was locked to which she replied "Oh yes, it had three locks on it". JO never bothered to retrieve this bag as it contained nothing of importance.
The whole bag 'thing' never made much sense to me at all. He had already taken possession of her documents which from memory, he kept in a small case with his initials R.L.W on it. If his testimony is to be believed, all he took with him was a small toiletry bag which leaves the document case and his silver suitcase in the Amsterdam locker with JO's suitcase.
If one of the bags contained something illegal, it wouldn't take a Sherlock Holmes to trace it back to him via JO so it can't be for that.
There IS a reason, I just can't figure it out yet!