The distinction between house chips (with a printed $ value on them) and most roulette chips is that roulettes don't have a denomination. Usually people play for the table minimum, say $1, but a player can always designate his color of chips at a higher denomination. Also, some tables have variable minimums, depending on mid-week vs. weekend. A $1 table might change to a $5 table on a busy weekend. When non-value roulettes "walk", the casinos are afraid that the player, or a confederate, might try to re-introduce them at a later time when the minimum is higher ... converting a $1 roulette into a $5 roulette.

As for tournament chips, if a player feels he won't make it to the final table this week, and slips some tournament chips in his pocket, he could re-introduce them at a later tournament, giving him an advantage vs. other players. This HAS happened, even at a big-limit tournament (the player was bounced and barred, as I recall).

The casino spends considerable money on a rack of chips, and if some are missing --- particularly high value chips --- it causes concern, even to the point of reordering a new set of chips.