"But should they even care if you take roulette chips, if they cost less to make then your buyin, they always make money?"

Roulette chips have no value until you buy in and determine what you want the value to be. Then you tell the dealer and he places a lammer on your color stating it's value. The casinos concern is that you first buy in at a cheaper price and return later and reintroduce them to the game at a higher value.