If you did not set up FindMyiPod, then there is nothing else you can do other than report the incident to the local authorities and change the password to any and all accounts that may have been set up or used on the device. Apple can not do anything else for you.
Probably not the underlying reason. Scenarios:
- People would scream privacy violation if Apple logged your serial number every time you connected to Apple's site.
- You tell Apple that somebody stole your iPod. You find it the next day on the kitchen table and forget to tell Apple. You sell it to me 3 months later. I log in and then sue Apple and you when the police come to me about having your stolen iPod.
- Apple sets it up so they report to you when somebody logs in with your device. You go to that house and get shot by the thieves. You sue Apple for placing you in a dangerous situation.
There's no way any company is going to open themselves to this kind of mess.