I also have a cat that loves to play with plastic bags who is not scared of them but Baby is terrified of them because he had one caught around his neck and I had to get it off him.
Polly likes to lay on plastic bags. And chew on plastic bags - the weirdo. But if I crinkle a bag or shake it out to use it, she runs away as if the bag is a monster. Like I said: weirdo.