She didn't threaten to break it, she sounds anxious and worried, not ungrateful.
If you wanted a reusable take away coffee cup but someone bought you a crystal wine glass and expected you to use it for the same purpose you'd be worried you'd break it and upset that you had something you were afraid to use - that's probably how she feels, especially as she lives with you and if it does break you'll know (do you have form for being cross or theatrically "disappointed" if she accidentally damages her own possessions?)
When DD was 3 we were going to get her a V tech camera because she really, really wanted one. We knew they aren't "good" cameras but she was 3 and they are robust and they take photos which is all she wanted - she didn't even need to be able to print them, the quality didn't matter, just the robustness.
My parents said they'd like to be the ones to get the camera for her - and lo and behold they bought her a very good, very expensive camera utterly unsuitable for a 3 year old to be allowed to use. Their logic was that it had some built in compensation for shaky hands! She was 3 not 93...
We couldn't let her use it until she was 6, and even then we were slightly on edge that she'd break it.
It was a crap present, despite being 5 times more expensive that the thing we'd intended to give her - in fact because of that, and the fact it was fragile...