If that place is like the Western...
...then management was doing you a favor by giving you a police escort back to your room. It isn't wise to let someone know that you are carrying $20 in cash around the Western, much less $70.
I am constantly amazed that Casino management cares at all when I have a max bet of only a few hundred dollars. However, I can honestly say that the worst I have experienced was a rude 86'ing at the El Cortez. No physical violence, but then again I was only betting $60 and was down $35.
If you are worried about heat as a red chipper, then you are either paranoid, or are playing in a complete dump. Either way, you don't need to worry about surveilance at that bet level. The pit maybe, but not surveilance.