After Julia Roberts first gets to go shopping, and Richard Gere calls her, she tells him she has bought a cocktail dress. Nothing more. She has only one bag. But later that night after dinner when she goes down to the room where he is playing the piano....what do we find under her hotel robe. A beautiful black neglige.
Usually when I go shopping, I can usually fit more than just one article of clothing in a bag....And if she had gone to a lingerie store, maybe she didn't want people knowing she had bought lingerie while she was walking down the street and so maybe she put that bag in her other bag......Maybe?
The woman in the shop where she bought the dress seemed to be very helpful, maybe she asked if there was anything else she needed like a nightgown. There was no need for her to mention it when she came back.
Actually, if you carefully watch the scene where she talks to the hotel manager in the lobby then she does have another bag behind the dress bag. If you also watch when she answers the phone to Edward in the hotel room then she clearly has another bag. Besides, where would she have put her shoes if she didn't have a second bag?? It seems to me that most of the so called "slip-ups" of this movie are not slip-ups at all, just people not watching closely enough.
He didn't ask what all she bought, all he asked was if she went shopping. She probably didn't feel the need to go over every single thing she bought. I mean how would it sound? "Oh yeah, I bought a dress and a really sexy nightgown wait until you see it" But she did have a lot more then one bag, so that's pretty much a giveaway that the dress wasn't the only thing she bought.
Could that have been a slip that she wore under the dress? Some places, especially fancy stores like she went to, require the use of a slip under a dress... Perhaps that's all it was, and she thought it was sexy to wear to "bed" with him.