I had the same question when I bought my first bag and asked in this forum 2 years ago. LOL
I don't have a Saigno so I cannot tell if it's normal.
I have the Anjou mini and Artois PM, the dust bag is not big enough to cover the handle of both bags. The dust bag is big enough for the Petit Folt. They all came without a box.
My husband has the compagnon universel, it came with a box but no dust bag. His 8 watch case came with a dust bag but no box.
We bought these in Europe at the boutique, hope it helps.