The Saskia I bought about a month ago from a Chloe boutique has a dustbag like you've described. It was my first Chloe so didn't know the difference. Must be a new one?
The dustbag you're describing is the 2008 authentic Chloe issue. All the Chloes I've bought this year have had this new style dustbag, including one I bought from Harrods, so there's nothing to worry about !