failing security system at institution

i was using one of the computers(006) in the library at Bunting Campus, 20minutes after my time had elapsed I realized that I had forgotten my USB at the computer I was using, after realizing that I went to the front desk, Information desk and the security to ask and find out if anyone might have found and hand in my USB. they all said no, then i requested for a camera play back in order to see and find out who might have ****** my USB. they told me to head to the protection service for that request, when I went to the protection service they told to write a statement, which I did,then when handing it in they told me I should also go get a police statement for any further assistant. I told them I dont understand why should I go to the police station if they can play back footage since the computer I was using was by the camera, plain sight. I don't understand why am i going to the police station if the matter happened on campus and we have a security that is there to secure our safety and well being. I need to find the person who took my USB because It contains sentitive and personal information about me and my life. the university has assured me of my safety but still failed me to my rescue when i need them, I dont wanna open a case at the police cause that means who ever took it will get a ******** record I just want the university to help me find my usb, I dont know why it's so hard. the USB contains private information that in the wrong hands it could ruin me

the incident happened 2018/10/30 at 13hoo-14h00, Bunting Campus library at computer (006, 032, 070)

my name is Ntuthuko Mfusi my number: ********** 977