Because he's probably not the biggest fish in the pond at the moment. Many investigations take many years, especially guys that are doing well. Its actually easier to catch a low level dealer than one doing exceptionally well. Its his job and he does it well. But eventually the police, irs, whomever will catch up to him and it will be a different story. Part of it has to do with him using his constitutional rights to his advantage, the other is the police respecting his constitutional rights. Remember, crime is just a profession like any other, some people are very good at it, and get away with it much longer, while others, not so much.
As a side note, in casinos its actually pretty easy to launder money to hide it form the IRS...You simply claim it as winnings and get you're 1099. We've busted a few guys that did that in Atlantic City. Its a way they can show for "income". Usually catches up with them though.
Thats my point of view, and I'm a cop. NYPD