Yeah, thats one of the only things that annoys me with the new system, but you can "sort of" farm stuff for you other chars by speedrunning with your main char and collecting mats for legendary crating, and gathering horadric caches, then opening the caches on the char you want items for.
Saving up the Blood Shards you get and spending em with the char you want stuff for works aswell.
It's still pretty annoying tho lol