What I mean is the messenger bag makes you less of a greyman and more "prey" because its easier to grab and run.

If your a "bad guy" and see three people walking, one has nothing, one a backpack, and one a messenger bag, which would you target?

The "bad guy" is going to target the messenger bag because he can run by and grab and yank it off easily. The backpack with two straps would be harder to take allowing the wearer more time to fight back.

So the messenger bag is the least "grey" of all.