Cato had the Macon 7's "papers" that showed they were free persons (the ones Pearly Mae created with the plantation seal stolen by Rosalee). Cato took two out at the Dr's house when the Sheriff asked to see their papers. At least one belonged to Pearly Mae. Rosalee grabbed those two when they were rushing out of the house and those papers were seen being burned with her dress. Cato still had the rest.
Cato probably thought money cures all problems, but he might have thought that his papers were enough to get him by as long as he avoided the slave catchers they had already encountered (plus its not clear if they know Tom Macon died). We did see one of his men tell him he was poking a bear by being so public back in the states.