You know how your aunt thinks that you are the ultimate miles and points gangster and would be shocked to realize that there are many, many people much, much bigger and better at this game than you are?
Well, I think it's the exact same thing with us even batting an eye at this guy playing through millions of dollars in an evening. I would not be too surprised if there were thousands of guys in this category within a 90 minute drive of Vegas. And I am sure all of them wear dockers and don't look rich at all.
In other words, my point is the fact that this guy was a high roller in Vegas is not such a significant "clue" here. It's representative of a whole category of people.
Just imagine that ch"v a DDFer did a crime and the media made a big to do trying to connect the dots by discovering some of his "weird" behavior. "Well, it seems here that he once made $200,000 in purchases in one year at Staples!" You know how "suspicious" that would sound to most people and yet how absolutely irrelevant it would be to you and me. You'd be thinking, "Is that ALL?"