The answer depends on the location / state. Some state regulations mandate that all chips must be purchased at a table (Atlantic City). NV allows purchase from the cage or table. In some cases the locations for purchase of chips is based on that casino's policy. It even varies sometimes based on who is working the cage .
I have purchased chips from tables many times and just walked away w/o playing. You sometimes get strange looks from pit staff and non-collectors but I have not been told no yet. There will be exceptions to this and there will be certain chips the casinos will not sell. Some fractionals fall into this category as well as some special promo chips that must be won at the table. Casinos are also sensitive about roultte chips walking also.