OR...you could just enjoy the challenge and the guaranteed uncommon you get at the end of the strike. The game isn't designed to inundate you with loot for every moderate exertion, you may want to reduce your expectations.
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I understand what your saying, yes you do get a uncommon and I do enjoy a challenge but you can also kill devil walkers in explore mode as well and you never get anything for killing them (at least I didn't). I'm not asking for anything spectacular and it doesn't even need to be a weapon but you should get something worth while for how long it takes to kill them.
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No loot for the Devil Walker events is weird. Preview videos showed you getting loot for gold tier events directly but maybe that changed with the strange coin system. When it comes to the sheer length of time necessary to kill them I think this is mainly flaw due to this being Bungie's first RPG. As they are now they're more of a time sink then a challenge.