Designers developed much better bags over the years.  The addition of filter media bag lining in combination with a post HEPA filter to catch super-fine particles helped vacuums keep houses cleaner.  And that is as good as it ever got.  

  But there is always someone who wants to hit on a new gimmick…some greedy moron with a vacuum company set up a focus group.  The question: what is the customer’s #1 complaint about vacuuming? The answer: "running out of bags and having to buy more."  The well-intentioned company engineers started working on a bag-less vacuum using cyclonic action to separate the heavy dust particles from the lighter air molecules.  What those bozos forgot was that cyclonic action only works perfectly in the lab and that is only when the vacuum is working at peak RPMs.  The simple action of turning the vacuum on or off changed the RPMs, as a result, the vacuum would operate at a less than desirable level:  i.e. dust spewed from the machine. Not to be deterred, they just figured “ We can make replaceable filters and sell them, too, at a huge profit just like cartridges for ink-jet printers.” 

  History tends to repeat itself if one doesn't learn from it and many a poor soul is back to square one dumping those filthy bag-less containers.

The moral of the story:
"Use a bag for crying out loud!"