You should do it... but also be prepared to possibly loose your temper.
based on my "wierd" experience... don't be surprised if the police officer ask you "u sure ke orang curi plate kamu? mungkin tercicir kerana double sticker tak kuat?" and the other question is "u sure plate you ade sebelum lunch ke? kenapa you perasan your plate sebelum dan selepas lunch? you check your no. plate you selalu?"
hahhaa lucky she was friendly else I would have thought I am being interrogated. My tips is... becareful with term like "someone stole" or "you lost". Both require different amount of work for them. Stole will go into official crime statistic, they must have prove the act was commited blablabla. If your intention is to just FYI them or CYA, just tell them you lost it but you would like them to be aware incase of anything. If you wanna get the SOB whole did it, then go all out
BTW, this is one of the way our "crime rating" has dropped pretty drastically. Those in the force would know what I am hinting at.