In the real world, clay is mineral. Now there's a difference between the mineral clay, and a deposit of clay in nature. But the main difference is that the deposit is usually a mixture of various clay minerals and other mineral types.
The mining bag advertises the ability to hold minerals, but it does not hold clay.
Now I'm being somewhat lazy and assuming that my mods are not causing some conflict that disables the mining bags ability to hold clay. So please call me out if I am wrong here. But assuming that this is just a vanilla thing, I think the mining bag holding clay makes a lot of sense.
TLDR: please allow blue clay, red clay, and fire clay to be carried in the mining bags because clay is a mineral.