The real issue is how low the drop chance for weapons is (or was depending on how they changed it this week) from raid, it's totally expected to not get weapons from the vault for weeks or months even with having more choices.

Just looking at the arms loot table because that's the lootspec i'm using myself, there are 62 items from dungeons, 4 of which are weapons. That means you have approximately a 6.5% chance for an item to be a weapon. At 3 possible that's 1-0.935^3=0.18 or 18% chance to get a weapon from the vault if you unlocked all 3 slots. To then not get a weapon for 5 weeks in a row is a 1-0.92^5=0.63 or 63% chance which is a completely fair number.