At any rate, I think I would file a police report, contact the issuing office (probably that form they want you to fill out will do that) and maybe contact your credit reporting agency. Other than those things, I don't think there's much you can do. If your passport is reported stolen and they give you a new passport #, then if someone tries to use yours through an actual customs entry point, like an airport, it will show up in their database, (I think.)
Ignore the arrogant . . . windbags.
Tuscaloosa G's advice is great as is the one following.
The bureaucracy has different responses depending on the person and the context involved--i.e. the clerk and the context.
Overseas, lost passports get a bit more attention--you usually need to document all the details involved in it coming up missing. Given all the givens and the terror war--one would think they'd be a bit more concerned in the USA. But, given the numbers of people, lost passports are a fairly common thing. People lose things.
Evidently the Post Office is insisting that it was delivered to your home. It's not clear whether a signed receipt was required, or not. Evidently not.
There's probably not much you can do but apply for the new one on the form required as the passport office told you. You might file a report with the local police and FBI for formality sake and to have a record that you did all you could do. But I would wager that both the police and the FBI would think you were being obsessive and/or prissy or some such. Not that their opinions should stop you.
You might try and think back as to who might have been at home or how it might have been intercepted at your home somehow. One assumes that you had no Mexican yard laborers who might have intercepted it etc.
I think the short of it is, put all the details on the form from the passport office and get your new one and pray that no one is able to use it for ill ends. Notifying police and FBI is an option but may not be worth your bother besides a letter or email to each or some such. You might just send them a copy of the passport form which should include all the important details.