I thanked this person and let him know that he lost my tip

personally, I find this very rude.

why would you tell a cashier or other low level employee that you would have given them a tip if they sold you chips but since they can't, as a direct violation of company policy, you don't?

The cashiers are just following the policy that their boss, and their employer have outlined. it's not their fault they can't sell you chips. The people handling the chips are not the highest employees on the corporate ladder and I'd bet that the job is kind of important to them. if they are told a set of rules to abide by, under threat of unemployment, i'd bet that most follow those rules.

would you, in your job, past or present:

A) violate a rule that your boss explicitly identified as being against company policy
B) do so under the threat that a violation could seriously affect your current employment status or future advancement opportunities

simply because some random guy wants you to do something that is against the rules and as an employee you "might" get a small and fairly insignificant tip for performing such a violation? the reality is that whatever tip you offer is peanuts compared to the weekly paycheck, benefits, future career opportunities, etc.

if placed in the same position for your employment I would imagine you too, would refuse to sell the chips.

the cashier is the messenger. you have a legitimate beef with the casino and have the right to voice your displeasure and your willingness to go to another casino that does have a better policy. Go for it. but I really don't feel you should do anything other than say "thanks, I thought I'd try" to the cashier who refuses based on corporate policy.

just my $.02