The point of the clear bag is to make bag searches faster ... since you can see what is in the bag. Putting a non-clear bag inside the clear bag defeats that purpose, since they can't easily see what is in the non-clear bag. They allow small clutch bags so that you can bring in things (like sanitary napkins, for example) that you may not want on display to the public. The small bags are still subject to search, but because they are small there is not a whole lot of risk with not searching them.