I am constantly having issues claiming Prime Loot. I have been lucky lately, I guess, but I claimed this current one and did not receive my loot. There is something messed up with the linking between Prime and Bungie. I have linked/relinked which has not helped. I've missed several loot offers in the past thanks to this problem.
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Same problem for me too! Loads of people suffering, yet not seen a single bungie help person reply to any of them!