You have given us very few details to work with and as members like yourself, we have no access to your account or to any cases opened / closed.
The only way a seller can close a case for item not received is to enter a tracking number which showed delivery.
If items are left by Royal Mail / couriers in full view of passers by , then unfortunately they can and do, get stolen. eBay nor the seller can be responsible where an item is left by the postal service used.
Was this a Royal Mail delivery? Ask your postie where they left the item, hopefully still in a safe place around your property, or even handed to a neighbour ?
Or, if you opened a case for item not received, did you forget to escalate? With no tracking number and no input from yourself, the case will close in 30 days.
You could try your payment provider for help now with a refund if tracking didn't show delivery.
@Anonymous