I'd call that a bug. Once the Queen died, the run closed as soon as the last person left and refused Rejoin, so dying after the clear lost her drop and your bag.
In the next update a cleared dungeon stays open for 10 minutes, with a timer under the room name counting down. Anyone who was in the run can Rejoin from the entrance during that time to pick up what they left. When it reaches zero the dungeon closes.
