This is funny, I see your point but would rule the opposite. Because the bag wouldn't be able to close due to a neck being in the way it wouldn't seal the pocket dimension and I would rule the guard would still be able to breath (and scream) through the bag.
It has enough air for one creature to breath for 10 minutes. And since the bag isn't closed when it's on the victim's head there is a connection between the pocket dimension and the material world through which sound waves may travel.
If there’s no air, wouldn’t it ruin a bunch of stuff you put in? Any liquids would evaporate, wood could deteriorate, etc. Is it also cold? That also causes changes to a bunch of stuff.