This seems to be happening to a lot of people. For one, did you check to make sure that you guys had room in your inventory? I hear that if you don't have room, you don't get the drop. I think Bungie should address this issue, considering it pertains to a challenging end-game content. It's discouraging to hear these stories because I barely find time to play, so I'm afraid if I do complete the raid, I'll face the same issue.