Simply because someone broke into your locker and that some older people were not stopped from taking pictures on the premises doesn't mean you can simply walk out on your lease. I'm sorry to hear about the situation. What you'll need to do is establish that the complex was negligent or appeared to be with regard to your storage locker. Is there supposed to be a guard? Is the area lit but wasn't lit at the time of the robbery? Were others affected?
Regarding allowing older people to photograph the children, that is more serious. But if you want compensation, you need to write a letter complaining to the complex and explaining why you want a rent reduction since you can't use the pool or - in your case - you find this to be such a privacy violation that you want to leave the complex altogether. Don't leave first and then get stuck with them coming after you. Good luck.