Sometimes it will be the Tachyon Lances I can't find. I assume it's like "confirmation bias" or "pattern recognition" and it's not exactly a glitch, once in a while the RNG will just decide to screw you over, "Oh Network Pesci wants Heavy Blasters for his Medusa, ha ha, we'll give you a Medusa in every black market but no Heavy Blasters EVER". Like you lost the favor of Arengesias or Nuffle is mad at you or whatnot. We used to call it the "Tetris Curse".
About one out of four campaigns I will notice this, you just have to break the hex. Once you get one Heavy Mauler from one shady guy in a dark alley, it cancels the curse and since the game realizes it can't screw you anymore, now there's Heavy Maulers in every last black market. Scientifically, intellectually, I know it's just RNG but it feels like a curse.
Now I do have to warn you if you never used the illegal weapon dealer before, they do double-charge you (not really a problem if you're buying Tachyon Lances that you might need later) and they make you wait sixty days to pick up the weapons at the storage on the planet you bought them on, plus they charge you storage fees if you don't pick them up immediately. Also it is BARELY possible for the RNG to keep screwing you, once in a while the illegal weapons dealer is a dealer for a specific faction, so he will only have the Luddic weapons or only Hi-Tech or like that. So if Nuffle is truly furious at you, the first illegal weapons dealer might not have your Maulers.
There's also a story event/consequence of using the illegal weapons dealer, but it's nothing all that bad. Depending on your principles or lack thereof, it can be literally the most profitable random event in the game, at least that I've seen.