We stay in Cortez out by Anna Marie Island which is just west of Bradenton. I think you are very fortunate that they didn't take your little dogs.
There have been a lot of home invasions where they target the dogs, especially if they are a popular breed. Probably for re-sale but I'm sure for other reasons too. Been way to common down here.
We never venture to the Bradenton area after dark either, Cortez is fine and the Island is fine but that's it, just read the morning paper, it's scary.
Sher