I do think there are different "thank you" standards for family members.
As in, the STYLE of the thank-you can and perhaps should be different.
If my mother, or my SIL sent me something, even w/someone else delivering it, I would absolutely NOT write a thank-you note. In my family, it might come off as a distancing tactic. A phone call would be appropriate.
Or, if I was going to see them soon, I'd mention it and thank them in person when I saw them.
I might hope to be forgiven if I forgot, but I'd certainly bring it up when next I saw them or spoke to them.
I think you are absolutely appropriate to scale down your effort (and even your expenditure) on gifts for her. She is acting the way someone would act if they don't like the present, or aren't comfortable w/ the intimacy that the present indicates. So, respect her signals.
If you wanted, you might be able to say to your brother, "I feel bad, I never know what to get your wife. I've tried hard to pick out presents that would please her, but I never hear anything from her at all, so I'm assuming she doesn't really like them. I'd hate to give up, but I may have to."
And I like Danismom's suggested approach. At the very least, it's a hint; at the best, he might be able to tell you that she's uncomfortable around his family, that she's used to stronger boundaries or less generosity. (That's true of me w/ my in-laws, and it's hard to send that message, that you're feeling pushed around, or feeling that your natural instincts toward autonomy are being shoved aside.)
If there is someone else that she doesn't thank, you can say, in a "between us allies" tone, "Oh, don't forget to thank FIL; he was very pleased about giving you that, and I know it hurts him if all that loving effort goes unacknowledged. I make a point of reminding myself each time he does something nice for me."