In most cases as objects get colder they contract and have higher densities since the kinetic energy of the individual molecules decrease and thus the intermolecular forces become relatively stronger and thus pull the structure together. But there are few cases where decrease in temperature actually yields a decrease in density, the most familiar of which is water. As water starts to freeze, it forms a crystalline structure created by hydrogen bonding, which actually places more distance between the molecules and thus results in a lower density, which is why ice floats on water. Thus, most objects contract as temperature decreases but there are exceptions (such as water) that do not follow this rule.

It seems that the air inside the bag should have condenced when cooled. Perhaps your chocolates are also an exception to the rule, or they contain a lot of water.