They took his portmanteaux and the dispatches. If he was fighting to protect the dispatches, the thieves might have thought that the case in which they were held would be more valuable than it probably turned out to be. One would think the thieves would have found his cash, but we don't really have enough information about the circumstances (and then again thieves are often pretty stupid). They might not, however, wish to be found with or try to sell the medal carried to identify a King's Messenger. How really would they explain how that got into their possession?