Hi Pierre,
that is a very distressing experience, and I hope you're still able to enjoy Madagascar for the rest of your stay.
As general advice, it is better to keep your cash on your person unless your hotel room has its own safe. You should carry it in various types of money belt either out of sight under your clothes or of the type that holds your trousers up. The cash should be wrapped in plastic freezer bags to protect it aginst sweat stains. Just keep the amount you reckon you'll need for the day easily accessible.
It's unfortunately quite simply a bad idea to hand in cash for safekeeping in many hotels - they may have a lax attitude to security - who knows how many people could get access to where the hotel put your cash - and the temptation offered by large sums is for some people just too great to resist, especially given the wealth gap between tourists and most of the population. If you really want to leave cash at the reception, it's a good idea if you don't identify it as such - for example hide it in your camera bag and say you just want them to look after your camera.
Anyone who feels really unhappy about the idea of carrying large amounts of cash around should bring a Visa card and use it to get cash as needed from ATMs - these are now available in almost all towns of a certain size (most important exception: Maroantsetra).
If you leave things for safekeeping at a hotel, I'm afraid you can't expect them to accept liability if it goes missing. Some of the upper end places might, but in most places an unhelpful shrug is the most you're likely to get. The only useful thing you're likely to get out of the police is confirmation that you've reported the theft so that you can claim from your insurance. That's just the way it is.
Advice of this kind is obviously too late for you, Pierre, but I hope it may stop others repeating your experience - and as I said, I hope you enjoy the rest of your stay. The vast majority of Malagasy people would not dream of stealing from foreigners.
By the way, just in case some others have a problem understanding part of your post: when you say "flight", the word you're looking for is "theft". The French word "vol" has two meanings, and "flight" is un vol en avion.