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Jigsaw, you're presuming criminals are smart enough to know that, or care. You're also presuming that the quote about boxes is true. You're also presuming that the guys never get sloppy about using the boxes.
To add to this, players rarely keep all of their bankroll in their boxes. At most places it's a hassle to sign in and out to get access to your box. So you usually carry a few buyins with you, and when you win more you stop the box on your way out to drop off the extra. Or if you bust the buyins you have you take a break from your game to hit your box. You don't want to have to get money out before you play every day, esp.if sometimes you are rushing in to get one of last seats in juicy game.
If he really does play high stakes games he could be walking around with $10k or $20k on him sometimes. There is a bit of thought a high stakes gambler needs to put into security, broadcasting who you are and where you live isn't part of it.