But seriously folks,

Brakeless fixed gears are popular because they're cool, and because there's less maintenance. Work bikes get beaten up in all kinds of weather, and you don't want to clean or take care of them because they get damaged all the time.

The idea of the bag is to get in and out of the building as quickly as possible. As a messenger, you waste a lot of time waiting for elevators and signatures. With the bag, you jump off the bike, run inside, unload your packages on the elevator, run back out, get on the bike and go. Racks slow everything down, so you only use them for things you can't carry in the bag.

Lots of people use fenders.

PS- Joseph Gordon Levitt is not actually a messenger.