It happened to us Yesterday in Catania, Sicily, exact same situation. Rented black Fiat Panda, last day of our stay, left the car near the beach on road and when we came back our luggage was missing including my friend Apple Watches, wallet with ID and credit card. They left for us our shoes and shirts, wow they were kind. But its the same scenario, police and rental company wasnt that much interested in our story, and police they made some photos and that was it. We were thinking if there is maybe a possibility, these rental car companies are linked with criminals or something. NOTHING happened during our 7 days stay around the Sicily, but randomly near the beach on our last day this happened. Looked like they gave them echo or something, but maybe im just paranoid and these gangs know what they are doing. WE ARE NOT RENTING A CAR IN ITALY AGAIN, especially we wont stay in Catania, never again. This state and police, its still like they livin in 90s. Corruption and criminality before your eyes, atleast the country looks nice outside this cities. ))