One, because Krishna is God. Everything belongs to him. Whatever he takes, he is only taking what belongs to him in the final reckoning. Two, because the purpose is not to steal but to give pleasure to his pure devotees who take incarnate with him to participate in his leelas. Because he takes away from his devotees, he is called 'Hari' or the 'one who takes away'. In the taking away, he unburdens them of all which keeps them from enjoying the bliss that is their true nature - sadchidananda.
May Balmukunda, the stealer of clothes, butter and hearts, bless us with a glance of his merciful eyes! Keshav jai! jai! Madhav jai! jai!
Watch a video of a bhajan written by Bilvamangal Thakur on the glory of Krishna following link https://www.youtube.com/watch?