At least they did not take your gameroom cash!
If the shipment was not insured through UPS, your homeowners policy may cover it along with your other personal objects.Having proof they were delivered and then missing/stolen should be good enough for the insurance claim.
Just a thought...Maybe that big,juicy UPS bag lured the perps to your door in the first place. I would make different arraingements about parcels in the future. Think about an alarm as well. They are actually inexpensive to set up and maintain..or have a company come in.