I have recently purchased whistles that didn’t come with a protective bag. I ordered a couple of them from Mike Burke, expecting the shiny vinyl ones that came with my Burke whistles.
Mike has upgraded to a more protective, nylon woven pouch and for $5 a piece, they are a steal. Only drawback is postage, because he asks for $10 minimum freight, so it’s best to bundle the order with, say, a new whistle or something. 
If you have a lot of whistles that need safe homes, I highly recommend the new pouches. They are very sturdy.