Whereas the main reason a casino does not want anyone walking away with roulette chips is the fear of the same chips being brought back to the table and used as a higher value buy-in than originally, I think the main objection to taking NCV tournament chips would be that the same player could have an advantage over other players by pocketing chips for a future tournament. By returning for another tournament, he would then start out ahead of all other players because of his extra, pocketed chips.

A well-known Atlantic City collector was caught pocketing a couple of tournament chips by the "eye in the sky" several months ago, and he was
soon asked to step away from the poker table, then surrounded by about 4 casino employees, forfeited his tournament entry fee, and all but bodily removed from the casino. I believe that he tried to convince them about only wanting a couple chips for his collection, but it was to no avail.
He has since played in more tournaments at the same casino, has cashed in
at least a couple of tournaments, but obviously leaves all chips on the table.

But, I've also heard from another friend who played in a tournament, and asked if he could keep a couple of NCV chips for his collection, and was allowed to do so without a problem.