I guess it could be just really awful RNG but it seems... well unlikely.
I know when we first started running the quests we would see 2-3 between us just running the quests and at least one on the saga. But to be skunked twice in a row on the saga... ALL 3 of us? And none in any chest at all? Legendary Elite all the way. I don't know what the odds are but apparently they stink.
At a generous 50% drop rate, there's still a 1.6% chance to skunk out on 6 rolls for the saga reward
At a more realistic 33%, it goes up to 8.2%
As far as the chests - I think the Artifact drop rate there is 10%, and 10 quests * 3 players * 2 sagas = 60 rolls. That gives a 0.18% chance to skunk, which is definitely unlucky but not astronomical. I usually arbitrarily peg 0.1% (1 in 1000) as the cutoff for "time to question RNG"...there's at least 1000 people playing any given week, so someone is statistically bound to be that unlucky.
Not that I'm excusing this game design - its more just explaining how statistics work, and the high variance some are going to experience from the average, with any sample size this large. This highlights the ongoing need for a conservative-but-still-extant safety net system for loot drops, because no one should have to farm 60 rolls to get the item they want.