I don't get it

Random is random. It does not mean that if you've done 500 raid runs that you deserve to earn drops because of your hard work. It just means you're really unlucky. I don't have the chest piece either after 8 runs but i got everything else in 5. It just so happens as a warlock i actually don't need the chest anyway. To me it seems like the more you play the less rng luck you have.