I think this is about expectations. If gifts/cards/thank yous are important to you as a sign of appreciation, then of course you would be disappointed not to receive one. If not, or if keeping in touch is enough, then it wouldn't have mattered to you.
However I don't really agree with Tbh i think it’s down to our children not bringing their children up to be well mannered and thoughtful. I don't have AGC only little ones, but my AC were all taught to be well-mannered and buy little gifts for family, including GPs, from an early age with a very small 'Christmas allowance', with no stipulation about what they should buy. Later they bought their own 'pocket money' gifts. They also always wrote 'thank you' cards for gifts received. But as adults they now behave differently - some send presents, some do occasionally, and some don't, some write 'thank yous' and some don't. They do send greetings cards. I refused to get involved, as they are adults, even though it annoyed DP immensely not to hear from them ... even though ironically my children never received a thank you letter from their DGP! Thinking back, I never sent my elderly GF a card or a gift for birthday or Christmas and it certainly wasn't expected of me as a child. I did know that he loved us unconditionally, and visa versa.
It seems we're all different in what is expected of us and by us. However OP, I have to agree with some responses that it is bad-mannered to ask for a gift and, unfortunately, it's likely you'll think every Christmas that the gift is given only because you asked for it. Your DGC's responses were lovely, but perhaps you and your DD should have kept your feelings to yourselves, no matter what you thought privately.