Yes, if your comprehensive coverage pays out actual cash value (ACV) for your stolen vehicle then your gap insurance should be activated to pay the balance of your loan after ACV is paid to your lien holder.

If you did not have comprehensive coverage on the vehicle and thus do not have primary car insurance coverage to pay out ACV then your gap insurance would not normally pay out.

Or if your car was stolen but recovered and is going to be repaired by your insurance company instead of being found to be a total loss than gap insurance would not be used either.

You should place a claim through both your comprehensive insurance company and your gap insurer if your vehicle has been stolen and not recovered.