I like your idea of using a bag to hold both mattresses together. It should help protect the mattresses from punctures. I saw a post about "coupling" two NeoAirs togther on BPL, but they didn't respond to my question of how it was done.
I tried using a couple of loops of small diameter cord with cord holders, but the cord holders loosened up during the night, and we ended up with a 1-2 inch gap. I decided I didn't like the idea of a thin diameter cord that might cut into the mattresses so I just made two fixed length loops of 5/8" webbing. I haven't had a chance to try it out in the woods yet, but it only weighs 0.7 oz. I do like your idea of a bag for more protection. Both my NeoAirs have slow leaks now after many nights of use. I haven't tried attaching velco since I'm worried about what the adhesive might do to the integrity of the NeoAir.
Update: After a year of use my wife and I find the webbing works great. It has to be just the right size so it keeps the pads tightly together. Also, I fold the loop over into a figure eight around the pads with one loop of the eight around one pad and the other around the other pad. That keeps the pads from riding up on top of each other.