I've played the VOG on easy with my titan 2 or 3 times by now, and got absolutely nothing but shards and energies. I think there might be a bug.
Edit: I just ran it with my warlock the first time and got the Cuirass of the Hezen Lords and Vision of confluence. This was in easy and the first time on that character!
Edit 2: Nvm, this week I ran it and got red death. So now disregard this.
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Hey Cydas, Destiny is RNG, sometimes you will get only Shards, but sometimes you will get a Gjallarhorn. Also, what do you mean by "not a single engram"? Engrams don't even drop in raids.
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You don't generally get engrams in the vault. It's moderately rare to get a full run without at least one piece of gear, but it can happen. And you only get loot once per character, per difficulty level, per week.