They can threaten the thief with murder charges, promise a reduced sentence if he tells the location of the car, etc. Do you really think beating up the thief would be more effective? Life is not a hollywood action movie.
edit: Americans (and others) have been taught to believe in torture like a religion, to continue to associate torture with truth. Torture is an argument; you're arguing with people that it's in their best interest to do what you want them to do. It is rarely an appropriate argument, and rarely an effective argument. It's far easier and more effective to convince them that cooperating with you is the right thing to do, and that's still not easy. But there are tactics, such as complete isolation and control over their environment, rewards for any sort of cooperation, friendliness and human connection, actual rhetoric and discussion, periods of complete disorientation alternated with periods of calm, pandering to their egos. They don't work in two hours.
They did, but it didn't work
> Life is not a hollywood action movie.
This is an example from Stanford Encyclopedia of Philosophy.