After first trying to post this response, the website told me that I was too new to this group to post the URLs that were in my initial post--therefore I've deleted them. Sigh.
According to the website immediately below, Robert A. Heinlan used the sentence in The Door Into Summer (page 75 of 1964 2d printing).
[DELETED--the site relates to "Science Fiction and Fantasy"]
A few other websites also cite to Heinlan, but not necessarily as the original source. There are a few references sourcing it to Confucius, but they didn't seem to be particularly worthy of reliance. I quickly reviewed the Analects, but couldn't find the concept addressed.
The Tao Te Ching seems to have a slightly different take on "the wise man" and his "baggage." Various translations of Ch. 26, Line 2 are at [DELETED--the site refers to the "Tao Teh Ching"]. One example:
Therefore, the Sage, traveling all day,
Does not part with the baggage-wagon;
Though there may be gorgeous sights to see,
He stays at ease in his own home.