There are 2 issues here:
1. Portability. This seems to be your main concern - that's why you want a bag to help you carry your keyboard around easily.
2. Protection. People seems to forget one of the main purposes of cases is to protect what's in it. I don't use a soft bag for my acoustic guitar either. The case is heavy, but I can't imagine what would have happened to my guitar if not for the case. The same goes for keyboards. It's more costly and definitely worth to protect.
If portability is a very real concern, you may want to rethink your setup. A more portable setup would be a light keyboard controller (most of them are very portable) and a sound module. If you really need the sequencer on your Triton, a notebook will be easier to carry around. Of course, the best portable solution is to go totally software.
In the good old days, I used to bring along my Roland ep7 digital piano in a soft bag (lighter weight and not so costly) and my sound module. I can travel on the bus with that (during the days when MRT was non-existent), amongst people staring at me. But if I need anything more than that (in the days when I own a Yamaha SY99), I will use a hardcase and travel by car/taxi. I didn't want to risk damaging anything expensive.
