My 5 luggage was stolen, without any damage with the car. does that make sense?

I'm so sorry you have had to experience this, from your description it sounds as if you suspect a link with your supplier and his friend. Unfortunately tourists  the world over will always be a target as they are more likely to be carrying money and other items of value and are in holiday mode and easy to spot, its not just Spain, it just happened that you experienced it here.
If it wasn't the supplier and his friend then what can the police do? Most likely what the thief doesn't want has been flung in a bin. Apart from reporting the loss to the police in order to claim from your travel insurance, there is not much more anyone can do. The police do patrol tourist areas, especially in high season but as you say, you were in a predominantly Spanish area and your car, if it was a hire car or on foreign plates would also have stood out and having a case on display on the back seat was another temptation leading whoever it was to guess the boot may also be full of cases.
It's a horrible experience but to single out Spain is a bit unfair, I think.

This is not rental car, this is my supplier car, and he drove as go around alicante.

Actually last year we also going to spain, and my phone was stolen. We always becarefull when we have a trip. And i dont know why, it always happen in spain. even the lady in the shop say we must becarfull of the pickpocket, and another lady in the shop say, she work in spain for 2 years. And she lost her phone 5 times, and no need to report police, because its just wasting time, they wouldnt do anything. Even after leaving elche we are going to russia on a tour, most of them also have experience got stolen bag / phone in spain. And also said its worst. Because police there wouldnt do anything

Even i call to ambassador in spain, they cannot do anything. every day there are always cases of people being robbed. Just let the police work. But i dont think police do something, even i email to follow up my case, i never get any reply

Welcome to Spain

Most of the police are in the cafe and bars or pulling up people in their cars.

I'm so sorry to hear about your stolen goods. Terrible treatment. 

Yes.. we also shoked this can happen in elche. They said its one of the safest place in spain, but the theft is very good, can take all our luggage without broken the car, even in the police station, police said this never happen.

Even after when we are cheking at airport, they ask where is our luggage, we said we got stolen. They said it strange when its nothing broken with the car, i still very confuse until now how can they take it

I'm not in the least surprised, I was assaulted on my own doorstep by someone staying in an unlicensed tourist let, police have done naff all.

Oh. Im so sorry to hear that, i hope nothing happenned to you at that time. where did you experience it. is it in spain too?

for the lowest criminal in elche is quite very surprising, because there has never been a theft without damage.  even the police can say that in elche never happened, usually theft in elche happens to empty houses, I was just surprised when the police said this was strange but they did nothing.  very regrettable

It was here in Spain, apart from a black eye I'm fine, just extremely disappointed in the police.

Yeah me too..
im very dissappointed.

Why do the police really underestimate criminals like theft.  If this keeps happening it can have an impact on Spain, because like us looks like Asian people definitely look like tourists, and this will always happen to us

we also already cancel all of our business in spain, we go to so many country but never have any bad experience, we go to spain 2 times, and 2 times got pickpocket. 

I'm sorry I don't have an answer for you, I can't work out if it's laziness on their part or they can't be bothered because we are not Spanish.