There is a custom we all know to "steal" the Afikoman. The poskim wonder how it is permitted to steal?! One may not steal even דרך שחוק!
My beloved friend HaRav HaGaon R' Zevi Reinitz Shlita writes about this in his magnificent kuntres "Simchas Emunah" [written in honor of the birth of his sweet daughter Emunah Tamar]. See there how as always R' Zevi finds the lomdus and depth in everything.
I compare it to "stealing second base". Although many famous athletes get in trouble with the law, nobody was every arrested for stealing second. [The answer is Rickey Henderson. What is the question?] If it is part of the game then it is fine.
Similarly, it is part of the Seder fun to keep the kids excited so it is not considered stealing.