Long ago the govt introduced a tax on windows and so it became known as daylight robbery. A bank in my local area blocked up its windows to avoid paying the tax.
Actually, the phrase is relatively recent, never having appeared in print before 1949. The 'daylight' element merely refers to the barefacedness of the act of so-called 'stealing'. In other words, you can understand someone carrying out a robbery under cover of darkness, but imagine the sheer cheek of doing such a thing in the clear light of day! It never, of course, refers to an actual robbery, but always to something the complainer is unhappy about paying.