The Casino has a suite that has a joke "price" of 400k/night, so that when they comp the giga whales like Wesley that suite, they will feel better that "Im losing money but at least im getting some value from this suite and its quite expensive too". Its a way to psychologically trick whales into feeling that they arent getting fleeced as hard as they really are. Anyone with a brain understands that theres no way the casino has any room or arrangement that has an actual value of 400k/night. Most whales understand that as well, but the comps are still a nice compensation (its in the term.. you are getting compensated for losing big) that alleviates the financial loss a bit, and being comped increases the chance that they will keep gambling.
That hes bragging about it as if he comes off in a good light, instead of just silently accepting the compensation the casino gives him for being a giga whale, just makes it clear that not only is he a whale, but a dumb one too.