[mothered]

They already responded :
"We invite you to send us a copy of a theft complaint to the Police.

I wish you a good day.

Sincerely,"

It's too far for me, I will apologise saying that my roomate pranked me.
Should I wait before responding, otherwise it would be suspect that I just discover it was a prank when they told me this ?

A police report (In this case), Is simply required by the company's administrative department to move forward with your claim. It Is not part of the judicial system, hence you will not be charged with an offense. I understand your position and decision to disregard It.

In answer to your question, wait a day or two prior to replying.