Geoggy: What do you expect the hotel (any hotel) to do? Immediately lock down the hotel and interrogate the cleaning staff while you hold the line?
If the cleaning staff found something, they will either report it, or put it in lost-and-found. Very seldom will a hotel proactively contact the customer, and even if they do, it is not immediate (within a day or 2).
The hotel gave you the standard CYA response. They don't have any reports of anything found. They will probably make an attempt to ask the cleaning staff and look in the lost-and-found. They may or may not do it in a timely manner. I'm not saying it is good customer service, but it is within their legal obligations.
Ultimately, you have no recourse. It is your word against theirs. There are enough legal CYA verbiage in your contract to relieve the hotel of lost items.
Also, I have often "lose" items while traveling that I later find I didn't pack at all. Your wife may have left the purse in the safe, on the table, in the elevator, or maybe in the cab, the airplane. How reliable is human memory, especially after a hectic day of traveling?
Please continue to call them (if they don't call you back), and report back here. Good luck!