When wrapping a rug for storage, plastic is not recommended.  This is because wool has a moisture content, and with temperature changes, moisture from condensation can create problems for rugs like mildew, a musty odor or dry rot. 

The rug needs to be able to breathe.   Brown acid free paper like Kraft allows this. 

The best option that we use for Shipping or Storage is Tyvek.  Tyveck is a woven synthetic fabric that provides a breathable moisture barrier.  It is tear-resistant which provides protection if moving and it also keeps rodents and bugs out.