Sorry to hear about the theft.
Did you consider filing a police report?
Granted, they would not put out an APB for a lost phone, but at least you'll have an 'official' record of what happened.
(Plus, it may be needed if you were to file an insurance claim)
It is a shame that the hotel seemed to not have cared. In all reality, they not much they can do, but you'd think they would want to be aware of what is going on in their hotel. If it happened to you, it could happen to anyone else.
I would also write a letter to management to express your disappointment with the lack of empathy/care/help you received from the front desk.
"Knock on wood", I have never personally had anything stolen from a hotel room. But, a few years ago my friend was pick-pocketed in the Aladdin Desert Passage Shops. (Now Planet Hollywood Miracle Mile). Security at least showed some concern by taking a report and helping her look around for it on the floor and in trash cans...should they have just taken the cash and/or cards left the rest behind. (Her main concern was getting her license back so she had a photo ID to board the plane.)
"Commit the oldest sins in the newest kind of ways"
-William Shakespeare, Henry IV