It could be that the guy with the key was on break, the TSA agent thought it was not an approved lock, or their TSA key didn't work. If TSA couldn't get inside, they clipped the lock. TSA doesn't go into every bag, but if they choose yours for random search or suspicious item, they are going to get inside before the bag goes on the plane. It could also be that your lock popped open all by itself and fell off.

The point of buying the luggage lock is for the false sense of security it gives you that the contents of your checked bag are secure. You can report anything you want. Lacking proof that it didn't pop off by itself, I don't see anyone at the airport giving you a new one.