I am also sorry, but sometimes it is just "tough luck." You say you know no one else could have gone into your room, but you don't really know for sure.
It is possible that they allow assistant housekeepers into the rooms on turnaround day. Or even that someone was walking by when the door was left open and they saw it sitting there.
They told you they checked the room steward's cabin to look for your iPod and that they didn't find it. They did what you asked them to do. I am not sure what else they could tell you too make you happy.
Sorry - but I am actually sirprised they even checked with the room steward and got back to you. many cruise lines would just say "sorry, we can't be responsible for personal items."