I do use HEPA Cloth bags in my vacuums. But, on vacuums that have a sealed HEPA Filter on the exhaust, if there is a paper micro-filtration bag available, I will use that instead. Yes, they do keep the dust inside the bag & improve filtration, BUT on vacuums that already have a sealed HEPA Filter, it's pointless - the HEPA Filter would capture those same particles, and you have to change them once every 1 to 2 years, so who cares if you use a HEPA Cloth bag in that case? I also recommend for pet owners with shedding pets to use paper micro-filtration bags if the vacuum has a HEPA Filter on the exhaust. There's no point in spending extra money on the HEPA Cloth bags if they are filling them up quickly because of pet hair.
I do recommend using HEPA Cloth bags though on vacuums that have no exhaust filter, very minimal exhaust filtration, or where the HEPA Filter isn's sealed well - such as older Riccar/Simplicity/Panasonic uprights, older Kenmore canisters, and the Dirt Devil Jaguar canisters come to mind here. There is definitely a need for good vacuum filtration - most people don't realize that the vacuum's filtration system not only keeps dust, but also all the volatile chemicals & pollutants in the air the vacuums sucks in along with the dirt. Plus, carpets have formaldehyde residues from the manufacturing process - do you want your vacuum spewing that in the air?!
Regarding Mark's point about the bag collar having a gasket and not causing leaks....Yes, true, and good point. But, it's also equally important how tight & snug the bag collar fits onto the vacuum's bag fill tube as well. Case in point - Panasonic uprights. If you use the HEPA Cloth bags that don't have a seal on the collar, they will filter just as well. Why? Because the bag collar fits tight onto the bag fill tube, so dusty air can't escape around it instead of being trapped by the bag material. Same if you use the Kenmore Q HEPA Cloth canister bags in the Sharp uprights, a machine where no HEPA Cloth bag is available - the Kenmore bag collar fits tightly, and the bag compartment doesn't get dirty, yet the bag collar has no seal. With the Kenmore canisters, the reason the bag leaks around the collar is there is no bag fill tube that goes into the bag collar - it merely friction fits into the bag holder against a foam seal, and it can move slightly during use, causing dust to leak into the bag chamber. However, if you tape the collar in place on the holder, or you save a old bag collar, put it on top of the new bag's collar and jam both into place in the bag holder so it can't move, that solves the bag leakage issue.
As for the effect HEPA Cloth bags have on the vacuum's airflow & suction, & whether they help maintain it better, I have found they DO NOT work any better than paper micro-filtration bags at all. Particularly when a vacuum is being used to pick up lots of pet hair, or on carpeting & area rugs which shed lots of fibres, there is no point in using a HEPA Cloth bag - the fibrous material will attract a lot of the fine dust that would otherwise go to the bag walls, clog the material & make the vacuum lose it's airflow. The ONLY HEPA Cloth I have ever found to make a vacuum have the same consistent high airflow & suction as when the bag is new is the genuine OEM Miele AirClean HEPA Cloth bags. They allow for this to happen because the bag is constructed with 9 layers of material - not just 3 or 5 layers like most HEPA Cloth bags on the market. The additional layers hold & trap the dust in the bag walls & keep it from clogging, whereas with any other HEPA Cloth bag the dust will clog the bag wall & slowly make the vacuum lose it's suction & airflow. Paper micro-filtration bags act the same way.
One method I have found to maintain performance, while filling the bags completely, is to take the bag out, give it a good vigorous shake outside, and reinstall in the vacuum. Doing this shakes the dust off the walls of the bag & restores performance.