I've seen recipes that recommend adding fat to the bag, though none that offer plausible reasons for doing so. I decided to test whether or not it adds anything to the process by cooking three steaks side by side: one with nothing added to the bag, one with olive oil, and one with butter. I also repeated the test with some thyme sprigs and garlic added to each bag.
Intuitively you may think that adding a flavorful fat like butter or olive oil will in turn help create a more flavorful steak, but in fact it turns out that you achieves the opposite goal: it dilutes flavor. Fat-soluble flavor compounds dissolve in the melted butter or oil and end up going down the drain later. Similarly, flavors extracted from aromatics end up diluted. For best results, place your seasoned steak in a bag with no added fats.