The Bag is a celebration drink for the successful plunderer; it's what a flashy pirate or highway robber orders when they've come into money and want to show off. A thief secures the bag and then a thief enjoys the Bag. This rich, indulgent, creamy drink could send a person to sleep, but the strong coffee in it is meant to counteract those effects, ensuring that the thief is not relieved of his bag before he can enjoy it.
The owner of the One-Eyed Jax, the flamboyant drow swashbuckler Jarlaxle "Jax" Baenre, has a love for the pompous swagger of this drink. It matches his own personality. Jax used charm and wit to place himself in a position of power in Luskan and has found a sort of rhythm in its chaos. He plays the city like a lute. Jax keeps close watch on criminal activities in Luskan through his mercenary band of drow outsiders, the Bregan D'aerthe, and he always knows when and where the power is shifting. Some thieves don't want to signal a successful job by ordering the Bag, so Jax will sometimes send the drink to their table just to make sure they know that they have been noticed.