Lang stole the suit, but Pym was aware of this and followed him along to see why he had stolen it. When he saw the reason why, and that Lang was capable of doing heroics as the Ant-Man, he let him keep the suit. He chose him to become the next Ant-Man, and it was his suit to give.
O'Grady is another thing altogether. He stole this G.I.Ant-Man suit also, but he went on to be trained in the Initiative. Now I don't remember if this was a condition for him to keep it, but bottom line Pym (well... Skrull-Pym, but whatever) was in charge of the Initiative and therefore could keep an eye on him. If he wasn't behaving correctly I'm pretty sure Hank would have asked him to give the suit back. And it's Eric O'Grady, not Eddie.
All in all, Marvel didn't kill Hank Pym for those two to become Ant-Man. That's where it hurts.