As a pilot for a major US Airline, I can tell you that there is as good a possibility that your bag was opened for search as theft. The problem is that most of the 'searchers' that I've seen in action do not possess the motor skills to wrap a burger at McDonald's, much less repack your suitcase in a satisfactory manner, if that is in fact what took place. And, up until recently, I hope no more, we've frequently had criminals, even convicted felons, doing the searching, not to mention the bag tossing/smashing.
You were right to report ANY missing item(s), and I would NOT allow myself to be ignored. In your case, I would start writing letters and/or emails to Leo Mullin, Delta's CEO. When there are/have been enough complaints about theft, etc., at a given location, sometimes a sting is set up by the airline and/or law enforcement. There is only an outside chance that you'd get get your radio back, but I'd be persistent as hell.
Good luck. I hope the hassle factor of commercial air travel in this country can be lessened/improved. I try to do my part every day I'm at work.