Let's say you have 100 trips to send money vs 1 trip. If there's a 10% chance to be caught on each trip, then with 100 trips 10 people are caught on average, whereas with 1 trip a tenth of a person is caught on average (more realistically, I'd look at the probably that more than N people are caught using a binomial, but I don't thinks it's important).

Although that said, maybe it's worth it. With a 1% chance to be caught and 100 trips, there's a 63% chance at least one person is caught, and a 26% chance that more than 1 person is caught. With one person, there's a 1% chance they're caught.

The average money caught is the same though (and as you note the variance in money caught is higher, which is undesirable).

But money caught doesn't land you in jail. You could imagine that with multiple people caught it's easier to track back who they met with. With 1 person caught, there's no other cases to cross reference against.

Probably you would want to balance these factors out.