The only time I personally ever saw the ATF involved in a firearms theft investigation was when the theft was from an FFL or some federal agency/property. I don't know the circumstances of your case so I can't comment on it. Generally, the ATF doesn't deal with firearms theft outside of theft from FFLs or unless there is some other direct connection to the federal government. This is from the ATF website:

ATF does not take reports of stolen firearms from private citizens:

If you are an individual needing assistance in obtaining a serial number for a firearm, ATF is unable to assist private citizens in locating serial numbers as there is no national registration system. One of the following options may assist you:

Contact the firearms dealer where you purchased the firearm.

If the firearms dealer is out of business and your inquiry is in reference to a stolen firearm, contact your local police department. It is possible they will submit a request to the National Tracing Center for a Records Search Request assuming the circumstances are connected to a bona fide criminal investigation.

Contact your state firearms registration office if your state has one.
https://www.atf.gov/firearms/report-...-theft-or-loss