They aren't guaranteed. I ran three Roc strikes on Saturday and walked away with two blue engrams as a reward for one, and nothing for the other two. I wasn't impressed but knowing what the game's RNG is like tried to remain philosophical about it. Grinding through the game is the most effective method of getting rewards. You can buff these chances by playing the harder strikes (Nightfall, Weekly etc), but it is still grinding that increases you reward chances.