Items that are stolen after delivery are a regular problem on eBay (and elsewhere). As far as eBay is concerned, if the item has been delivered the seller is not liable for whatever happens to it afterwards.

Was the seller a UK business seller?

If so, the law places stricter duties on sellers than eBay does to ensure correct delivery. For £250 it would certainly be worth considering action if it was not left in a safe place.

As always, take advice first. You could consult a solicitor or ask Citizens Advice.