I'm afraid your friend is right. The inflated bags probably contained a lot of water. Liquid water can dissolve large amounts of gas, but the ordered crystal structure of ice can't. The dissolved gas is forced out of solution during freezing and inflates the bags. This also explains why ice cubes tend to be cloudy. Some of the displaced gas is trapped between the growing ice crystals, forming air bubbles.
Above the freezing point, gas solubility decreases with increasing temperature, as evidenced by the air bubbles that form on the bottom of a pot before it boils. Producers of commercial clear ice use heat or a vacuum to expel the gas before freezing the water.