Do you always buy it, no question, if it's in budget?
I've never got on well with my sister, she's really unpleasant to me at the best of times but the last few years she's taken to asking me what I want for Christmas then when I say, tells me she doesn't think whatever it is is worth the money (its always within our £25 budget) and to choose something else. For example I suggested a £22 top that I liked. She told me it wasn't worth it and to buy it in the sales. Another time I asked for a blanket and she said she refuses to spend that much on a blanket. This year I suggested socks thinking she can't possibly pick at that and her response was "oh god, you want more socks!" (She has no idea how many socks I have).
I find this really odd behaviour, and it kind of makes me feel small and embarrassed, like the things I like are somehow unreasonable or stupid.
If someone tells me what they want for Christmas then I just buy it no question. My DP always wants warhammer which I personally think isn't worth the extortionate price tag but it makes him happy so I buy it and don't say that to him! I kind of view a gift as something maybe indulgent that you wouldn't normally buy for yourself.