I would go one step farther, and say the waste is never deposited into a bag. But thats part of the utility. You just unsnap the side catches, lift the top off, and dump the debris into a convenient receptacle.
I use the (optional) filter bags anytime I'm vacuuming drywall or plaster dust - otherwise, the fine dust just blows out the back, totally useless.
The sawzall is peanuts compared to the drywall router.
It's just a dust machine.
This is awkward, but...
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