Rob--the Horseshoe Indiana is just over the border from Chicago. You don't want to carry any cash down the Dan Ryan Expressway and through the neighborhoods that you have to drive through to get there. It is a jungle and would be just pure stupidity to set yourself up. So if you want to play at that casino or any in that area, you just don't want to carry cash.
You have probably not lived in or experienced living in high crime racially charged areas. You have to be prepared and take precautions. I operated a rib joint (as trustee) where we had bars and unbreakable glass windows at the counter where you order. That is the norm in that area. When I had to go there I was always accompanied by an armed guard.
Just a little different scenario than you may picture.