Thanks for the comments. My bag was locked, but it seems not to stop the thiefs. I do agree about the rules, however sometimes airlines do treat better customers who pay high price. I was booked in full fare F class fare, so I was expecting a bit better treatment.
I have not got a single penny yet. What happened is that issues was recorded in Germany, I have been calling now between Dusseldorf, Dubai and Johannesburg (I am based in JNB) and now they moved the case to JNB office to take care. They however cannot get the papers from DUS, so I had to fill all the papers again. I do not understand what's the point to put value of each stolen item when anyway max I can get is 200 USD, ie. price of two shirts.
Let's see what they say next time when I try to take 40 kg in hand carry :-)