While I've never been to a wedding where this happened ... I know it's done some here and with the take home containers, usually more of a box type, so the cookies/squares do not get crushed in a bag.
Another thing that is being done at some are "candy tables" ... a buffet of candies to help yourself to, to enjoy at the reception and as take homes too.
Customs vary from one area to another ... and that's what makes it all fun and interesting when you attend.
Even the word "reception" has different meanings ... so one needs to know what "parts" they are invited to, when invited to a wedding!