No Gym Bag Allowed?

Does anyone else's gym have a policy of not allowing your gym bag on the gym floor? I've been working out at this gym almost 2 years, and have just been informed I cannot bring my bag with me as I work out. It has to be locked up in the change room. I keep things in the bag that I may need, resistance bands, towel, water bottle, phone, etc, so this will be a pain for me. I don't see what the big deal is to have the bag with me.