I keep hearing "reasonable people don't do X". It may be true that it's quite uncommon, but we can't begin making accusations just because someone is doing something eccentric. I could have sworn that at one time it was normal for little old ladies to have a mattress stuffed with money because they didn't understand or trust banks.
Sure, this person isn't a little old lady and these are sketchier circumstances, but I don't think that puts the onus on Anaya to begin narcing on his clients. Especially when dealing with someone who has the potential to be as dangerous as an $800,000 wielding drug dealer.