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Yeah, in the downwards direction onto the seatpost. The saddlebag would be pulling the rear parts of the rails, which aren't designed to be clamped (they are a different shape). The more I think about it the more it should be ok. Ultimately the saddle has a limit of 100kg and all I want to do is hang another 5kg or less off it. I'll just wrap some tape over the rails to prevent any rubbing.
The saddle takes your full bodyweight on the rails, no?