Yeah that's pretty much my case too. Nobody in my family knows what music I own already so they just don't buy me anything music-related at all. And I agree saying "I want X album" isn't all that exciting (unless it's some big-ticket item that you might not buy yourself like a fancy box set or something). But in general I want to be suprised. A friend of mine got me Pink Moon on vinyl last year and that was great. But it was a risk since he didn't know if I already owned it or not (luckily I didn't).
Only music-related gifts I got this year was a copy of Brian Wilson's new autobiography (no clue if that'll be good or not, I don't know how much I trust Brian to accurately tell his own story, but I'm sure it'll be interesting at least.) and a bluray of The Wrecking Crew documentary from a few years back. I'm tempted to go out and buy some shit I've had my eye on for a while with my christmas money (though I'm broke so I really shouldn't haha).
My birthday is a week and a half after christmas so I often hope to scoop up whatever I ask for for christmas that I didn't get then. Though as I've gotten older my birthday gifts have gradually gotten more underwhelming (which is only natural I suppose) so I can't really rely on that anymore haha.