I have no pic proof, but since December 2015 I have gotten around 16 exotic engrams. From those 16, 12 where when we lost.
First of all, it sould be more common when you win for it to proc and it shouldn't proc when you lose. Or at least, that is what it says on the game
-
Why shouldn't it proc on a loss? If it were a 3v3 or 2v2, I could understand.