Was it stolen before you could activate it? Otherwise it would be connected to your Apple ID (or whatever one was used to set it up). Or are you referring to not having Find My turned on? Like mentioned, if you’re referring to Find My it can’t be activated after it’s stolen. Just like you can’t set it up to attach it to your Apple ID after its was stolen. Either way, if this is an AppleCare claim or most other insurance coverages if you didn’t have Find My on they won’t honor a claim as that is a requirement for claims to be validated.