Joerg
I am going by a number of pictures by Rousselot, the bag is missing in quite a few, for example tenue de route, tenue en manteau, in Spain and in the 1809 campaign. The book I have is called Napoleon's Elite Cavalry, which is full of beautiful Rousselot paintings.
If Napoleon was near, and they were in tenue d'escorte, the plume and the bag are present.
I have no idea how it comes off.
Charles