You can't just take it back after humans have it, unless you destroy all the humans. Zeus, of course, considered this option on a few occasions, such as after his deeply disturbing run in with Lycaon, and even tried it with a deluge.
- In this case, Zeus opted for a punishment he considered worse than death.
(This is a common theme in Ancient Greek divine punishments, such as turning Lycaon into a wolf, which was not considered desirable or sexy, in contrast to some recent conceptions of werewolves.)
To this end, Zeus sent Pandora, whose name means "all gifts", both good and bad.
The gifts in this case were all bad according to Hesiod, with hope itself, the one good thing, perhaps being bad also in that life is still suffering and we're all going to die. From this perspective, hope is the greatest mind game ever.
In the words of mighty Zeus himself:
“Son of Iapetus, surpassing all in cunning, you are glad that you have outwitted me and stolen fire—a great plague to you yourself and to men that shall be. But I will give men as the price for fire an evil thing in which they may all be glad of heart while they embrace their own destruction.”
Source: Hesiod, Works and Days, 54ff
It's possible that because Prometheus *outwitted( Zeus, who was himself considered a master schemer, the lord of Olympus wanted a punishment that showcased his cleverness as opposed to his status or destructive power.