the afikomen is the middle matzoh, which is eaten last (hence the name 'afikomen'... which means 'dessert'...)
and, while you don't NEED to eat that actual matzoh in order to fulfill the commandment, the whole reason that the custom arose to allow that matzoh to be stolen, was to keep the kids awake and interested... to give them a reason to finish the seder... if you tell them "i don't need to bargain with you.... ", then you lose their interest. eventually they DO attend seder for the reason of the seder itself, not the ransom for the afikomen, but, it's still fun.
my ex never used to bargain for the afikomen, he would always just take another piece out, automatically. nice memory for the seder, isn't it???
i actually stole the afikomen last year... i was at a niece's house for the holiday, and as we were all going out to wash our hands, i saw my moment, and reverted to childhood, and got it!! i hid it on top of the fridge... and then moved it into a cupboard... and moved it, again, to the freezer... you have to be careful, though, when stealing it, that you put it in a place which has been kashered for pesach.... it's NOT cool to have it with chometz things!!! (sort of defeats the purpose, y'know??)
the last time my kids had the chance to steal and bargain for it, i believe that they got a chol ha moed trip to great adventures, with their friends... i also seem to remember some tapes and a pizza night, (after pesach, of course)...