It’s important to say ‘thank you’ because someone chose to do something in a certain way. This act of good deed and the time it took to perform the deed need appreciation. In this case, people had a choice not to get you a gift on your special day, but they did. Whether they did it because of getting invited to the party, or that they’re simply good-hearted people, they deserve to be thanked upon.
Pure gratitude and acknowledgement from you will brighten their day and make them believe that their effort was worth the while. Say ‘thank you’ in the best way you can.