As a security professional I cringe at this sort of thing every time it happens. Fundamentally this isn't something to go reverse engineer, to show off to the person next to you to show how smart you are, it's evidence of a crime and needs to be handled as such by contacting the authorities. Perhaps there are fingerprints on the inside. Maybe the police have stopped someone who was suspicious around that ATM previously and would now have evidence to bring them in for further questioning. Maybe they could pull video. By not calling the authorities all of those potential angles to find the perpetrator are lost. Further, in many jurisdictions, not immediately calling the police can get you in a lot of trouble:
1) What if the police were watching, waiting for the criminal to return to remove it? You're now their prime suspect and a video of your 'discovery' isn't going to help you as you sit in jail for a few days.
2) This is directly tampering with evidence of a crime. Removing it is fine, that's discovery, but keeping it without contacting the authorities? That could be criminal.