Why don't you think he was carrying that much money. If he was playing at the beligio, he could have been in a high stakes game and had many thousands of dollars on him, maybe a few $5000 chips.
I'm sure he was in a high stakes game, and h I'm sure he had at least 10k on him, but he is worth more than 5 million and risking your life for 10k is not worth it in my opinion. He'll make it back just from interest in a week.
The casino cage acts as a bank.
High rollers "sign" for cash.
They do not carry it.