He was planning on assassinating the President and you think he would be deterred by the "risk" of making a paper bag? Wow. What "risk" would that entail? If anyone asked what he was doing (and who would care?) all he had to do is come up with some lie like he did with Frazier. And why are you so hung on this bag? Even if you believe there is some doubt that Oswald carried the rifle in his bag that morning (and there is no real doubt on this point) his rifle was found on the 6th floor. Only a very small number of adults had access to the location where he kept his rifle in the Paine's garage. None of those people were at the TSBD. The only person who had access to that rifle and the building where it was found was Oswald. This is not Sherlock Holmes material. If you want to believe he smuggled the rifle into the building on some prior occasion or some other way, then knock yourself out. It really doesn't matter HOW he got the rifle into the building but the FACT that his rifle was found in the building that matters.
'Because LHO must have shot Kennedy, he must have brought that rifle into the building. Because LHO must have brought that rifle into the building, he must have shot Kennedy.' Real Sherlock Holmes material there, Mr Smith