"I have found the some MGM-Grand casinos will NOT let you cash the chips you won at the cage if you have a marker outstanding. If you're going to bed for the night, you have to take your chips with you to the room, not cash (or pay off your markers)."

How will the cage know if you have any outstanding markers unless they know who you are. If you can walk away from the table with chips in your pocket it still helps to show a loss or not as big a win.
Barry