Twice now I've gotten an Exotic Helmet after completing the VOG Raid.
The first time it happened, an exotic Engram dropped from the Relic Cache itself. I picked it up and it turned out to be an exotic helmet instead of Vex. Thought it was a glitch, so I shrugged it off.
I didn't capture a video of it at the time.
This time though, after beating Atheon, I got another exotic helmet. Video included.
Not sure if this is a bug or not, but reporting it nonetheless.
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No bug. Seems you got the exotic as a random drop from killing an enemy. The vex only comes from the relic cache drops from completing raid.