I once had a player that wanted a Decanter of Endless Water just to waterboard people 😳
When you put his head in the bag you are also putting the air around his head in the bag so any “sound doesn’t travel in a vacuum” arguments will be nonsense.
I imagine it would be just as loud as if someone poked their head out of a porthole of a ship and yelled outside. Someone inside the room of the ship could still hear it even though the victims head is poking through the porthole.
I thought it wouldn’t make sense at first, but thinking about it more I think it does. Sound can’t travel through the walls of the bug. It probably echos inside it, but there’s not a lot of air around their neck for it to come out through, and sound doesn’t travel well between gases and solids, so most of the sound would be absorbed. It wouldn’t be perfect, but it would make it a lot quieter.