Take it further
You should definiately take this further. Just because they write that it's not their responsibility it really still is. You're putting in charge your vehicle so it's quite easy that someone used the keys to get into your car especially if there was no sign of a break in.
A friend had his car broken into and the hotel credited him with several points and was super nice to him as he stayed there regularly.
I hope that you have some luck in getting something out of them.
BTW ask if they have survilence cameras either on the cars or in and out of the lot. DEMAND that they review them.
good luck