So I met with Benny in the presidential suite and I didn't kill him or agree to work for him, instead deciding to delay a final decision. But when I walked out of the casino, I got this envoy from Caesar saying "the man I was looking for has fled" and everybody in the Casino is wondering where Benny has disappeared to. Plus, I've got this quest to sear his suite for "clues". But he's still sitting in the presidential suit. Is this a bug?

Are you sure about that? Benny will hit the road first chance he gets, provided you don't kill him first, he could very well have left the suite just after you did.