But by God they are making a phone call or sending some kind of message of appreciation, especially if the gift was given remotely (sent in the mail or relayed through another family member).

For me personally, a gift given in person and thanks expressed in person are good enough to call that exchange of etiquette satisfied. But if I mail you a gift card or check or something, yes, you owe me some form of acknowledgement or that's the last one you're ever getting.