Many times novice players walk away with roulettes while the dealer is mucking (stacking) chips and come up to the cashiers cage and try to turn them in. It has been my experience that most people walking off a roulette game with chips do not know they have to trade them in with the dealer first.
There are some very nice looking roulette chips that casinos are using and I am sure they know some will walk as momentos.
I bet a casino is more worried about game protection and that is why they guard their roulette chips.
I am sure that Todd D. or Gene T. could explain in more detail than I could.
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