I agree this would be frustrating. You think, but you asked what *I* wanted... ?? I think they could have been much more polite while conveying a similar message, if what they really wanted was to shop for and give you a tangible thing as well/instead. Or, they could have nodded at your request and then been creative with it, like by putting the gift voucher inside a thing.
I agree with LadyL, decide on your goal first. It seems they aren't going to get you exactly what you want, so maybe you can salvage the situation and get a smaller gift voucher with a thing you also kind of want, or ask for gift receipts for everything and take them back if you don't like them.
Or, maybe you could say cheerfully, okay, you guys take a guess, and get me something you think is fun. They'll have fun doing it, and then if you don't like it, you can trash/donate it later. And maybe spend less on them this year, if you think you'll resent spending the money when they were so rude in response to your suggestions that THEY asked for. Kind of try to put the situation back in the positive column, in the spirit of the holidays and all.