https://www.amazon.com/Faraday-EMP-BLACKOUT®-Prepping-Smartp...
As noted by dnh44, these are almost certainly bog-standard antistatic bags, which are not intended to provide any kind of RF shielding.
However the concept of Faraday Cages is not new. There are vendors catering to the Law Enforcement market that make these bags to prevent tampering of evidence on confiscated devices.
You just have to find the right ones. I was just showing examples of such products available online.
Caveat Emptor.
Plausible deniability is really important if one expects to be frisked. Traveling in something like cycling gear could be part of the disguise, you can go through special gates at train stations and not be ticket inspected by machine. Nobody expects the guy in fluorescent clothing travelling at 15 mph.
If it were me, though, I'd just drop the phone into a potato-chip bag.