Warhammer 40k item drop on boss fights
No you don't. I believe this is a known bug. So whenever you finish a boss fight, try to frantically click on the drop. If you don't get them, don't worry, most of the time, old loots will not be useful soon.
UPDATE: After further looking up online and confirmed by 1) another player and 2) from a live stream by Husky playing DoWII Requisition: your wargears are automatically picked up at the end of the game.