There are disadvantages to high rolling
I haven't read Burning the Tables, so at the risk of being branded an uninformed imbecile by Slappy (An action which I will heartily ignore) I'd like to point out the following things about high-rolling, which I have inferred from general knowledge, reading, and the odd movie:
High rollers get premium treatment and all sorts of perks which the casino exchanges for the priveledge of taking their money.
To be considered a high roller these days in any decent casino you'll be needing to spend around $5000 a hand. Assuming a 1-12 bet spread, with a bankroll of 50 times your max bet, you'll need $3,000,000. Even with a very small ROR with a bankroll that large just isn't worth it, if I had 3 million dollars I'd dump it into property, not risk it at Blackjack tables.
If you want to play in the high-roller lounges the casino will want to know who you are and what you do (not so hard if you act like a dumb sucker who just inherited a heap of money). If they find out you're counting, I very seriously doubt they'd just tell you you're welcome to play any other game.
The stress associated with being dealt an 9 against a 3 with the max bet out (doubling up exposes $120000 of your bankroll, assuming a 1-12 spread) is more than a lot of people can handle.
These factors considered, if you used a smaller bet spread, circulated the casinos so as to avoid arousing suspicion, and you were worth enough so that the thought of losing a million wouldn't send you looking for tall buildings with windows, then possibly the high rollers room could prove highly lucrative.
Although I don't think I could handle it, I'm sure there are people on this board that could, given a big enough bankroll.