"You should expect that if you do return the chips the casino will probably label you a thief in their records and ban you from their establishment anyway"

No probably about it.
Your picture name and address is in their book.
You are labled a thief, the same as stealing a purse from a slot player. The same as cheating at a BJ table. IMO, they will share it with other casinos in the area. There is nothing you can do about it if they do share it.

Not all casinos care about roulettes but the ones that do, have the power to make you pay a high price for a few traders or ebay sales. There are companies that compile casino cheater books and sell them.