If the bag was never sealed at both ends it served as a wrapper for the intact rifle. Montgomery and Johnson never saw CE139 at the time of its discovery. Day left the building at 2pm after visiting the first floor wrapping table with Studebaker to collect samples for a bag that had not been found yet.
From the Sixth Floor Museum's Oral History by Carl Day 1996:
Bob: One of the questions that I think has come up is the bag that Oswald‟s rifle was in. There weren‟t any pictures made of that? Do you remember seeing that in that area?
Carl: Yes, there was a bag, a brown bag, there. It was made out of wrapping paper, and we collected that bag.
Bob: You did collect it, but you didn‟t photograph it?
Carl: There should be a picture of it somewhere.
Bob: Now where was it now, where was it? Kind of behind the boxes, do you remember?
Carl: To the best of my knowledge, it was to the right on the floor of where he was sitting, on the box that I showed you a minute ago. It may have been the right, it may have been the left, but there was a bag there.
Bob: Left would be like in the corner…
Carl: Yes, in the corner out back towards the north side of the building, where you headed up to it.
Bob: What did it look like to you, then, if you collected it, did you not know what it was?
Carl: I didn't know anything about a bag at that time. There was a bag laying there,
at the first thing, there was a brown paper bag, it was too big for that. Later examination indicated that it was a bag had been made out of wrapping paper. It appeared to be shipping paper, and there was a roll in the shipping department downstairs that sent me the paper. Of course at that time, we didn‟t know anything about Oswald, didn‟t know anything about what happened. There was a bag there and it was collected.
(Emphasis added by me)
Please keep in mind that Carl Day had been retired for 20-years by 1996. And he had not kept up with the conspiracy theories...