/when/ did you go to orbit? If it was more than 30 seconds after getting the drops you likely forfeited them.

When playing Destiny, players may occasionally find that they do not have space in their inventory to pick up Engrams, items, or activity rewards that have dropped in-game. Activity rewards and Rare, Legendary, or Exotic Engrams that are left on the ground can be automatically sent to the Postmaster, but only after the player has successfully Returned to Orbit from the activity. Any other item must be collected into the player's Inventory in order to be saved. Entering Matchmaking, joining a friend’s activity, or otherwise departing from the current activity without logging out of the currently active character will return the player to Orbit. [b]Closing the Destiny application, logging out, switching characters, getting disconnected due to networking issues, or powering off your console without first Returning to Orbit will cause all items remaining on the ground to be permanently lost. [/b] Bungie will not restore lost items.

You have to exit the raid and go to orbit before turning off the game. That's why you lost your stuff.