Because Regency dresses were on the whole elongated and close fitting, the reticule, ridicule or pocket came into its own.
From the Times 1799: Every fashionable fair carries her purse in her work-bag... the new custom of carrying a bag with her handkerchief, smelling-bottle, purse etc..
Jane Austen used pockets and ridicules for secret correspondences, often used to give the observer a shock or embroil the perpetrator in a veil of mystery. Here are some examples from Emma, Northanger Abbey and Sense and Sensibility.
Emma: She soon believed herself to penetrate Mrs. Elton's thoughts, and understand why she was, like herself, in happy spirits; it was being in Miss Fairfax's confidence, and fancying herself acquainted with what was still a secret to other people. Emma saw symptoms of it immediately in the expression of her face; and while paying her own compliments to Mrs. Bates, and appearing to attend to the good old lady's replies, she saw her with a sort of anxious parade of mystery fold up a letter which she had apparently been reading aloud to Miss Fairfax, and return it into the purple and gold ridicule by her side...
Northanger Abbey: Catherine had not read three lines before her sudden change of countenance, and short exclamations of sorrowing wonder, declared her to be receiving unpleasant news; and Henry, earnestly watching her through the whole letter, saw plainly that it ended no better than it began. He was prevented, however, from even looking his surprise by his father’s entrance. They went to breakfast directly; but Catherine could hardly eat anything. Tears filled her eyes, and even ran down her cheeks as she sat. The letter was one moment in her hand, then in her lap, and then in her pocket; and she looked as if she knew not what she did.
Sense and Sensibility: "I begged him to exert himself for fear you should suspect what was the matter; but it made him so melancholy, not being able to stay more than a fortnight with us, and seeing me so much affected. - Poor fellow! - I am afraid it is just the same with him now; for he writes in wretched spirits. I heard from him just before I left Exeter;" taking a letter from her pocket and carelessly shewing the direction to Elinor. "You know his hand, I dare say, a charming one it is; but that is not written so well as usual. - He was tired, I dare say, for he had just filled the sheet to me as full as possible."
Elinor saw that it was his hand, and she could doubt no longer. The picture, she had allowed herself to believe, might have been accidentally obtained; it might not have been Edward's gift; but a correspondence between them by letter, could subsist only under a positive engagement, could be authorised by nothing else; for a few moments, she was almost overcome - her heart sunk within her, and she could hardly stand; but exertion was indispensably necessary, and she struggled so resolutely against the oppression of her feelings, that her success was speedy, and for the time complete.