MONEY WITHDRAWN WITHOUT MY KNOWLEDGE

Last week I was with my brother in town and went to an ATM to withdraw money. Unfortunately he was not able to complete the transaction as the debit card was taken by the ATM. On our way to Capitec bank to report the incident my brother received a notification that R4000 was withdrawn from his account. We went to Capitec and my brother reported the incident and they said they can only stop the card and nothing more. Now my question is if your money is withdrawn from your account without your knowledge by a stranger, Is it not the responsibility of a bank to investigate and after refund it?