You're returning it to the store with the implication that you bought it at their establishment. By purchasing it elsewhere, and returning it there with the intent of buying a more expense game, you are in turn stealing. For example.

Both stores buy product at cost and have the same MSRP:

Store 1 bought game from manufacturer for $20 with the intention to sell it for $30 (MSRP). Store 1 decides to have a sale, marks it down to $25 to move the product. You buy it at $25.

Then, you take it to Store 2, who still has the product for sale at $30. You get the value of the product of the original game ($30). You then buy the second game.

Store 2 buys the second game at $30, sells it for $40 (MSRP). You've in tern gotten this $40 game for $35, and stolen $5 from the store.

It's minimal on the grand scale, but still stealing... and remember, Jesus probably wouldn't have done it.