In some states you are as I understand. If pepper spray was legal, chances are you'd be pepper sprayed then assaulted before your bike was stolen
I don’t know of any state where it’s legal to shoot someone for stealing your stuff such as your bike, car etc.
The hypothetical scenario you outline is highly flawed. A criminal is not going to care about the laws regarding pepper spray or any other weapon for that matter. Cities in America with the most stringent gun laws have the most gun related violence. I also don’t know too many crimes committed with pepper spray but I do know of more than several occasions where a female with pepper spray was able to escape a male attacker. One less victim is always a good thing afaic.
It appears you support laws that strip law abiding citizens of their right and ability to defend themselves. It’s regrettable that people sometimes have to learn the hard way.