Hi Jim,
Yes, EVERY casino that I've been in has a policy against taking roulette chips. When I say I need the casino's approval to remove a chip, I mean expressed or implied. I play a lot of roulette, usually in Nevada, usually having the wager value of the chips set at 50 cents each. While the casino might be able to replace an entire rack of roulette chips for less than 50 cents a chip, they won't just go buy two of them....