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Simply put effects that say destroy do not actually occur

Put a +1/+1 counter on that creature for each nonland card discarded this way.) You must already control a Swamp as Spymaster's Vault enters the battlefield for it to enter untapped

Am I part of the problem now

Unless we get some set info, we can hold the possibility of Mega Tatsugiri being one of the missing Megas for Delta Reign, assuming that Storm Emeralda has 4 Megas like usual

Other theft payoffs reward you for controlling or attacking with opposing creatures, like Thieving Amalgam and The Beast, Deathless Prince

That said, if you have the money for the real thing, this more fragile creature version really doesn't tend to be the best option available