I accidentally bought a stolen bike

Got the frame number, wasn't found in the police database; had the receipt, looked legit from the shop. Frame number on receipt matched serial number on bike. Price was normal.

Bike had a few issues, so I contacted the shop it was bought from for a tune-up, minor repairs. In the course of doing so, I asked, since it was a relatively new bike, if there was any kind of free maintenance for the first year or two. They said they couldn't find the bike in their customer database / sales history. I showed them a photo of the serial number and they informed me it had clearly been hand-etched into the plate -- it wasn't a factory stamp. I looked up some comparison photos, and while they did a stand-up forgery, it's obviously not the same as the factory stamp.

Bike shop has no way of locating the original customer because it's not on the receipt (the seller blacked out their name on the receipt, which I thought was reasonable since no one in the future needed to know who bought the bike originally) and the original frame number is lost.

So here's my question:

Do I report this to the police? If so, what happens then? I know I'm legally in the clear in terms of innocently buying a stolen bike, I'm not worried about that. But I am fairly certain it's illegal to own (or maybe just sell?) a bike that doesn't have an original serial number.

Anyway, appreciate your thoughts here.