I think there is sometimes a conflict over gift expectations, as camlan says, and it can be hard to see when you (general) have tipped over the line--you're so excited about getting specific things, or being able to take a trip you couldn't afford on your own, or something like that, and then someone goes and gives you something that does not fit with this plan. We're only human, it can be hard to take a step back and realize, "No, I should be grateful for this gift, no matter what it is." (I do think there are mean-spirited, dismissive gifts that one does not need to be grateful for, but I don't think that's the case here.)
For example, my friend Amy put things on her wedding registry and baby shower registry, and she wanted those things, not something similar, not a cheaper version, not a different color. She's pragmatic and decisive, she researched everything before deciding on it, and she truly didn't understand why someone would get her something different. She wanted sage green towels in brand X, someone gave her chocolate brown towels in brand Y. Why? Obviously they didn't realize that the color, brand, and store were selected very carefully, and that she will immediately take the brown towels back to the store without even unfolding them. I think I accompanied her on at least 3 trips to return things to stores, before the wedding even took place. And returning something to a store is not always the fastest or most pleasant experience, and you start thinking more about the time and inconvenience and gas, and "Why couldn't they have just given me something from my list?! Was that really so hard?!"
But of course, once you get too far down that path, I think you're in danger of becoming rude. I suppose if you always keep it to yourself, or at least don't let the giver know, you're functionally still good. But if it bleeds out into how you think about the person--"I really wanted X, why couldn't they just do that?"--that can be bad.