Road cyclists seem to use bicycle saddle bags far more frequently because they can fit almost everything inside them! Seeing as road cyclists don't use hydration packs with added storage, they have to revert to saddle bags. However, there are some bunch etiquette rules surrounding the use of the saddle bag. After all, road riding is a group sport in most circumstances, and looks, or form, are important...
A saddle bag for road bike must be small enough to fit under the seat completely (and NO DANGLY BITS!)