Currently in sea forts there are big sacks of gold (in some) and you can't carry them?! Crazy I know.
That's why I am suggesting that you can carry them on your back and take them to your ship. You could also empty it out by collecting the gold out of the bag (which could hold around 10k) then you can use the bag to carry trinkets max being (10).
This would be a great addition to the game as you can take this bag down to a vault or on an island where you have stacks of trinkets. Which would be perfect for those who love to stack loot and not be frustrated in bringing every trinket back to the boat one by one or three at a time.