I too received one on the first trip. It went into storage (saw it there a few times) then poof! It was gone. I wrote to report bug and was told "sinc error" ( that is their reply to everything! ) they said that my game had reverted to previous save. (Funny that on the last few saves, the burning ember was in my inventory!) They said there was nothing they could do.
Since then I have been on 15 + quests and received no burning ember! So annoying!
I now force close my game after each visit.
Now let them tell me "sinc error" again. ;-)