I was the same as you. Why have so many bags when it was too much work to change bags? Take bag out of dust bag, take stuffing out of the bag, swap stuff from one hand bag to the other. Stuff the other hand bag, put it in a dust bag and arrange it on the shelf. Boring!
Plus, when I opened the closet I wanted to see bags, not DUST bags, but this was the way it was for a long time until I decided something had to change. So I decided to give something a try. I took all my bags out of their dust bags and took the bubble wrap I use for stuffing out of the bags. I then put the bubble wrap inside of the dust bags and stuffed them into the hand bags.....WAY EASIER to stuff and unstuff now. I then arranged them on the shelving and shut the closet door. Because the bags were easier to access I found I was changing out a lot more often. And to my surprise I found that the bags were NOT getting all dusty. I guess since it's an extra bedroom and there's not a lot of activity in there, that keeps the dust down. Plus, I do keep the closet door closed.
Try it with one or two bags and see if they get real dusty....I even dust mine when I'm cleaning that bedroom.