If there is anyway to figure out who the owner of the bag you got is, I would contact them directly and then the airline. Who knows maybe somehow tags got switched an your bag got tagged as theirs and vicea versa.
Maybe DL does have your bag so try and get it back.
I would assume that airlines make some effort to return bags even if reports haven't been filed. They have enough information, at least in you case, to know you never got your bag. Just not enough toi know the bag they sent you is not yours!