When we purchased our van, it came with one large bag for the annex. The bag was heavey and difficult to manoeuvre. As we don't always put up all the walls, it meant we still had to lift out the heavy bag, even if we only wanted the roof up.
By having seperate bags, it makes it easier to pack and to get out only those annex components we need.
The bags were custom made by Sarah's Canvas Products, We have used Sarah before, and her workmanship is excellent.