Even if they take no action, you should report the crime. Two reasons:
With no crime number, you may have difficulty getting an insurance payout (it was insured, wasn't it?).
Police statistics can only be calculated from crimes reported to them. Stolen bikes often aren't reported. So senior officers deciding policy say "bike theft's not a serious problem - not many have been reported. Instead, we'll spend our resources hassling pavement riders* - we get lots of complaints about that".
*Or any one of a hundred other more or less pointless pursuits.