Had it a MAN a few times; normally they try and make you buy a bag. When I pulled a spare bag a got from LHR T5 from my bag the security guy even told me not to bother sealing it as I was clearly holding things up
They say its something to do with the fumes building up from explosives and an airtight bag stops these escaping. I am no chemist but I am sure that such particles would not be in that much of a hurry to escape, you would need a big pressure differential.