Jest Chillin
Member
The latter may be true, but the former is wrong.
If a dropped engram is blue or purple, and you don't pick it up, it will get sent to the postmaster and placed in a "Lost Items" section. I've checked it myself from the strike playlist (which are incapable of rewarding purple engrams as completion rewards) with a purple engram drop.
It doesn't work that way all the time though. It may filter by quality level or it may be if a loot drops into an "out of bounds" area where it can't be retrieved.