Microsoft’s own support documentation says that after a service order is processed, the repaired/replacement device is supposed to be shipped back with tracking information, and the repair order can be checked through the Microsoft Devices portal
Shipping and repair options for service orders
The fact that you received only an empty laptop bag and a receipt is particularly important. You should make clear that you are not asking for another troubleshooting session. The issue is now a missing Surface during/after Microsoft's service shipment, and Microsoft needs to investigate the carrier shipment.