You wanted to report a PDT crew because they appeared to you to be too low on an approach, and now you're going to keep quiet when you get broken into!? Then was the time to keep quiet, now is the time to speak up!
Most definitely tell them, they might want to know about the hotel for the future, but more importantly they probably should know that their (I assume it's theirs) book was stolen. In this era, any airline manuals, IDs, uniform items, etc. that are stolen may be considered a security issue. If that book contained something they don't want out to the public, authorities will be involved. You should tell the hotel and the police, as well, if you haven't already. Further, I don't know about RAH's policy on lost manuals, but you may have to pay for it if you can't turn it in when you quit. If it's stolen and you told them and / or have a police report you might be off the hook.
Sorry for your loss, that is an ugly feeling of being violated. Maybe a lock smith or junkyard can help out with your lock issue.