You know it's funny. I feel the same way about my bag. It's like armor or something. Without it I feel much more vulnerable. Before I wore a helmet I used to feel the same about wearing a ball cap. If I went out w/o my trusty Bruins hat my head felt at-risk. (That was actually one of the reasons I decided to wear a helmet. I figured if the psychological protection was really that important to me than I should get on board with some physical protection.)