File the report. Even if the cop on the phone acts like it's a waste of his time, the report number is what unlocks everything else. If you carry tool coverage on your truck insurance or your homeowners policy covers stuff stolen from a vehicle, they won't process a claim without a police report. Same if you ever want to write it off on taxes if you're 1099. The report itself takes ten minutes online and costs you nothing, so there's really no downside. The deductible question is the real math here. If you're carrying a $500 or $1000 deductible, a few hundred bucks in tools probably isn't worth a claim, and some insurers will jack your rate or drop you over a small payout anyway. But if the total gets up there, or if the window and any lock damage is getting fixed too, it can make sense. Call your agent and ask before you assume either way. As for actually getting gear back, it happens but it's rare. Cops do recover stolen tools when they bust somebody with a truckload of them, and property with identifiable markings is way more likely to find its way home. Which is the part nobody likes hearing after the fact: engrave or paint-pen your name on everything going forward. It takes an afternoon with a fresh haul of tools and it makes your stuff worthless to a pawn shop and obvious to any cop who looks twice.
And yeah, your instinct about patterns is right. Departments prioritize by volume. If six guys on different sites file reports the same week, that's a string, and strings get assigned to somebody. If only you file, it's a line item that never gets read. So report it even if it feels pointless, and ask around the other trades on your site in case they got hit too. That's how you find out wether it was random or one of the crews.