I have ridden hunters for years and I never thought I'd see the day when our horses would wear tail bags. But they do! Good article with neat photos.
I'm fortunate that my horse's tail is so thick that brushing out the dead hair actually makes it look better. I don't really see how the bag helps make the tail fuller. Braiding is really what's doing that but at least the bag keeps the tail clean.
Another thing we use to help with grooming and not pulling the tail, leave in hair condiditioner and/or satin sheen. Both help keep the tail smooth and easy to manage/less pulling out/loosing of hair.