Seems odd to mention it when it's February tomorrow! 
Anyway, this happened to my DH some 15-16 years ago at his previous job, and he never took part in it again. It's a real smack in the face when every one of your 14 colleagues gets a lovely little gift, and you're the only one with nothing.
SOMEONE must know you never got your gift @MintyChops You could mention it now, OR say nothing, and just say you don't want to take part (next Christmas.) I'd go for the latter. DH did. He never mentioned it at the time, but it didn't take a genius to see he didn't get anything. So the following Christmas, he just refused to join in. 2 others dropped out several years after too (both men too.)
DH was begged to join in for several years after, but he still said no. They knew why. Because 14 people out of 15 got a Secret Santa gift, and one did not. That one was DH. They all knew why he wouldn't join in, and said it wouldn't happen again, but it should not have happened in the first place. The Manager should have made sure everyone had something.
He was really hurt when he was the only one without anything. He didn't allow the risk of it happening again. DH doesn't forgive and forget, whether it's something big, or something some may class as trivial, like a Secret Santa. Upshot is, it was hurtful and upsetting for him.