IPhone stolen but was turned off?

Yesterday me and my friends went to Kings Island. We went on the beast, put our bag in the holding bin, and came back and the bag was gone. My and one of my friends were sharing a bad and her iPhone 4S was stolen, my iPhone 5 was stolen, both of our car keys were stolen, and our wallets. We called security and filed police reports. We immediately used our other friends iPhones to try FindMyiPhone within literally 2 minutes of getting of the ride, but both of our iPhones had already been shut off. Kings Island security later found our bag with our empty wallets inside but no phones stuffed in a trashcan. Kings Island refused to look at security camera footage. My question is, why would theives steal our phones and immediately turn them off, and keep them off? Wouldn't they turn them back on at some point to try and unlock them? I have been trying nonstop to track my phone. This is the second time my iPhone has been stolen. The first time I was able to track it and took the guy to court. Is there anything I can do besides wait for them to turn one of our phones on?

Many thieves will leave the phone off for shipment to Africa where they are sold en masse for a fraction of their value. Mine was stolen 10 days ago and this is what the police told me.