In situations like these, the retailer is the one liable to recoup the costs, the Bank will just take the money back, rather than paying out of it's own pocket.
So don't go spending/selling the vouchers, because the retailer could ask for them back/charge you.
Maybe like most retailers, because they're liable in cases of fraud, they only ships to the registered cardholder address, and that caught the scammer out, so the giftvouchers arrived to you.
I would expect them to notice though that the vouchers went out to your address and are recoverable, so I would wait a few months to see if you hear from them. They might have contacted the police to investigate, so even if they hadn't noticed that you got the vouchers and not the scammer, they might notice it sometime afterwards.