Nothing. Only a store manager or Loss Prevention should approach anyone suspected of stealing.
The cards are worthless if they are not activated. The thief might try to scam someone and sell them on the street. They are still worthless and Kroger has no obligation to make good on them. Or, they might try and spend them and find a new cashier to accept them even tho they are not activated. Or, they might take them home, write down the security PIN, return them to a store and wait for someone to activate them. At that time, there scammer will spend them before the original buyer has a chance to spend them.
Let the CSM know and don't worry about it. Follow all procedures for gift cards.