Be thrilled!!! They do care!!! The good news is that you all love each other and are scouring what little info you each give. Top tip: share more !
They've clearly spotted that you have no photos of the wee ones ... they can tell by your well considerered gifts that you care, especially about the GKs and the photos mean they know that you love their little ones and they love you too - they've been watching/looking too. It's not 'only a photo' - they care enough to clock that you don't have any and have sent you their favourite ones of the favoured ones. (you can learn from this)
You've done well too. You have thought carefully about what they're missing and addressed this by giving thoughtful presents and likewise, they have done the same. What if, on their side they're saying, 'We can see they love the GKs. Do they think we like/don't like ...?'
Can you ever go to visit? Can they come to you? (My relatives live in the New World and it's hard - we only meet occasionally - so our gift giving is sincere but slightly off target sometimes.)
Next step - divulge your interests more ... blabber on ... video call every 2 weeks even for only 10min. in which you walk around your house and blather on and on about knitting or brass band or bird watching or ... anything. Try to up it to weekly and encourage them to walk around)
And it seems mercenary but my in-laws have come to love a tradition from my family: Christmas lists.
In your free time, consider this short story ...
americanenglish.state.gov/files/ae/resource_files/1-the_gift_of_the_magi_0.pdf