Yeah, in a lot of small towns I've lived in, this actually would be a fairly high priority situation, mostly because there's just not much else going on. Also, there's a good chance these puppies are pretty valuable--depending on the specifics of the breed and quality, puppies from good hunting stock can be worth thousands of dollars. And this isn't like a lot of dog thefts, which police tend to shrug off as civil matters because ownership is a little murkier (the owner handed the dog off on purpose and the thief just didn't return it, for example).

If the OP lived in a larger city, I'd say that the police would probably just take a report and move on, but here there's a pretty good chance they will get involved based on my experience. Hell, in one small town I lived in, one of my neighbors had her dog stolen from her yard when she was inside and didn't see anything, and the police were knocking on doors in the neighborhood asking if people had seen anything, then figured out it was most likely her ex and went to talk to him and a few of his friends until they found the person who was keeping the dog.

Small-town policing tends to be a whole different world.