When Jerry goes to pick up the rye, the old lady asks for a marble rye "in a plastic bag" just like the one that Mr. Costanza stole. When Jerry steals the rye it, presumably with the plastic bag on it as well, is inside a paper bag. When Jerry walks up to the Ross' house, he's carrying just the rye, no bag or bags. Wouldn't George want the rye in the plastic bag? Why would Jerry throws the bags out to begin with? To destroy evidence?
The old lady asked for the rye not to be put in a plastic bag. Although ironically, the Costanza's rye was in a plastic bag.