I have had this problem myself and until recently I had used a clear zip type bag you can buy in boots, but Gatwick put a stop to that last Sunday.
I have been told the bags have to be airtight so any liquids that may contain exposives will build up a concentation of vapours in the bag so when they stick the sniffer rod inside it would be easier to detect.
An ordinary zipped bag would allow the bag to be ventilated to some extent and make the test less reliable.