Yes they do have conductive interiors and exteriors. However the surface of the bag has may mega-ohms of resistance per inch. If you would like a comparason, an antistatic bag is very similar to an anti-static mat.
If you have high voltage or extremely sensitive components/analog circuitry you may run into problems. Another problem that the normal user shouldn't have, but could be an issue, is if you are working on a board that has traces extremely close together.
One other note, is that if you seal the bag, it can act like a faraday cage, and prevent/inhibit radio signals from entering or exiting the bag.
Alternatively instead of putting the circuit inside of an antistatic bag, a better way may be to create a large ground plane on the circuit, and then use some TVS diodes like these to protect any important components.