I don't have a wish list because I have trouble thinking of non-trivial yet still reasonable things I want: I wouldn't be upset at a $3 chocolate bar, but it seems odd to ask for it. Conversely, I not only wouldn't ask for a week's vacation in Paris, it would feel inappropriately large if someone tried to buy me that without my asking. It's not that there aren't things I want: it's largely a combination of having a really good public library, and not being sufficiently patient to wait several months for a book I want to own. (Yes, I realize I'm fortunate to be able to afford the books I want, but given that I can, I'm not going to defer my own pleasure so someone else can buy me something.)
If asked, yes, I'm always happy with chocolate, and will even discuss the kinds of things I like (not "you must go to this shop in Greenwich Village and buy these truffles," but "I like candied ginger and not peanut butter, and prefer dark chocolate"), but I tend to think of wish lists as being for items I don't already have.