The McCallisters make the mistake of abandoning their traditional Midwestern Chicago Christmas in favor of a Christmas spent visiting a relative in très exotic France. Uh-oh. That causes everything to go wrong.
Not only are they unable to enjoy their holiday trip—watching It's a Wonderful Life dubbed into French isn't the same experience—but they have to return almost as soon as they arrive, thanks to Kevin being left behind.
If he hadn't been inadvertently abandoned, and had instead journeyed to Paris with them, the McCallister family home would've been plundered and flooded by Harry and Marv. Kevin wouldn't have been around to burn them and shoot them with BBs and smash in their faces with paint cans.
This teaches the viewer two, somewhat conservative lessons: a) never go anywhere else, because America is perfectly fine; and b) celebrate Christmas at home, don't try to get all exotic.
Kevin learns both of these lessons, as do his family members. Kevin doesn't ditch the wealthy Chicago suburbs for France—the Midwest and its variety of Christmas is good enough for him.
This puts him in perfect position to defend his prosperous home—a veritable mansion—against Marv and Harry, who represent the depraved forces of social anarchy. These are two guys who spend the Christmas season robbing houses. They're rejecting the whole spirit of Christmas, and consequentially, they require punishment…with an iron fist.
Kevin, of course, is more than happy to doll out that punishment. "You give up?" he says. "Or are you thirsty for more?" Marv and Harry are too slow on the uptake to realize that there's no winning, and their continued dismantling is all that the future has in store.
Enemies surmounted, Kevin and his family are happily reunited at the home his parents never should have left—because home is where the heart, and the holidays, should be. Thus, the forces of suburban prosperity and family values triumph over the dark, nihilistic criminality of Marv and Harry.
Of course, this is just one interpretation of the movie's allegorical depths. But, hey: Home Alone has some deep messages. Who'da thunk it?