Here are a few ideas, each of which reinforces the others:

1. We were taught in the most impressionable years of life, through lessons and threats, that they are immoral. Our reactions to theft and deception thus become automatic responses from the subconscious mind. We can't not get angry when we find out we've been lied to, any more than we can't not smile when we see a picture of a basket full of puppies.
2. Cooperation is programmed into the matrix. I don't know much about Prisoner's Dilemma strategy games except from Robert Axelrod's book The Evolution of Cooperation, but the best strategy is to be cooperative in any new encounter, and to be uncooperative only with those parties that have themselves been uncooperative in the past.
3. Humans fancy themselves to be not just survivors only, but creators who expand the fronteirs of life. We are partners in this, benefitting from each other's creations. Theft and deception inhibit the full flowering of human potential, because we are then forced to recover what we've lost, when we should be moving forward.
4. Freedom requires trust. In order to go out and improve our lives, we have to leave our stuff at home, unguarded.