In our case (we do have a present from DH and I under the tree for DD), it's not that we NEED the thanks, its that we both grew up with this. Both of us were the eldest and the youngest was quite a lot younger (and similar in all of our parents households - quite a spread of ages). So it was natural for all DCs to get something from their parents, and as FC no longer came, that something got a bit bigger/more expensive.
That doesn't mean that DD's face doesn't light up with excitement on Christmas morning - it absolutely does! And then again in the afternoon when we open whatever is under the tree. And again the following day when she opens her birthday presents.
Anyway, it won't be long now until she actually admits that she no longer believes. Then we will ALL be able to get a stocking as "our" family tradition (DD is an only DC and we are often at home just ourselves).
Seperately in my DPs house, any of their DCs who sleep under their roof on Christmas Eve are still encouraged to leave out a pair of socks (as per our childhood). As elder ones grew out of FC directly, socks were still filled with half a fruitbowl each (red apple, green apple, mandarin, orange, kiwi, banana), and a half pound box of sweets (all to yourself!!) with a book left alongside them. Just the toys disappeared. The youngest is now in their 30s, and yet, none of those DCs who sleep "at home" on Christmas Eve have yet NOT put out a pair of socks, just in case they didn't get their Christmas morning breakfast!!
!!