"Legality" question?

Try walking into a story, grabbing the games that you want, showing them to the person at the counter, and walking away saying that you deserve to get the games for free because you bought them in the past. I can't imagine that would go over too well. You bought those specific games, not the rights to get limitless copies of the game for free should anything happen to them.

Edit: I'll add a self-correction, most developers/publishers will allow you to get games you have bought digitially and downloaded them again for free, but that is for the digtial releases rather than physcial games.

no because the game was your property and your responsibility. If you lose pack of gum you can't walk back to a store and take another pack. If you drop $5 you can't go to the bank and tell them to give you another $5 for free. If you drop a hamburger you can't go back to McDonalds and tell then to make you a new one for free. Unless you have some insurance on your place that covers brake ins and stolen property you aren't entitled to anything. Now if the games were purchased digitally you can always sign in to your account and redownload them.

Why didn't an idea enter your mind about securing your property so it wouldn't get stolen again or maybe finding the party responsible for the theft and recovering your items?

No. Don't think you're entitled to anything.