That's true. I'm part of that very rare group of people who has had the Ghorn drop 5+ times for them, the latest one being last night in the nightfall. There seems to be some kind of system in play though, where some exotics drop for you whilst a handful don't.
Thunderlord, Saint-14 and Glasshouse(the 3 exotics I want) have never dropped for me, or for anyone I've ever played with. I don't know how that's possible but the game sure seems to be playing a cruel joke with me when it comes to this three exotics, made worse by the fact that I didn't have enough strange coins to buy Saint-14 when Xur sold it long ago.
Talking about cruel jokes, why is Bungie constantly allowing upgrades for Praxic Fire when Xur has never sold it yet? That seems a little bit trollish.