The same thing happened to me while playing Baba Yaga a few times. I was farming her for several hours straight. The battle was not difficult, and not once did I flee any of the battles, but there were two periods of time where I did not get a single thing for a drop - and this happened 3 times in a row once, and two times in a row the other time.
I wonder if there is some sort of built in limit on how many drops a day you can win from a boss. In both instances above, I decided to log out of the game completely, and then log back in. That seemed to fix the issue in both cases. There is definitely some issue going on with the drops sometimes. Not sure what it is, but it is there.
If you got absolutely nothing, even gold, do not worry. You did get items, they just didn't show up in the chat. You'll have to search your backpack.
To fix this, you'll have to feed something to your pet, and then click on the "x" icon to close out of the page that shows the rewards. DO NOT exit out of this page any other way; only click on the "x" and the drops will once again show up in the chat.