Thank you for a thank you?

I try really hard to write thank you notes when one is warranted. But I think I dropped the ball on this one... A coworker bought me a gift (a necklace) as a thank you for something I helped her out with. I wouldn't let her pay me, even though the task was pretty time intensive, so we agreed that she could bring me something back from Italy when she went. However, she gave it to me right around when B-dog was really sick, and I never wrote her a note... a week or two later she approached me and told me she didn't think I liked the gift. I'm not sure why*- I don't see her around school much, so I don't think it was that I hadn't yet worn it. It was in a little bag when she gave it to me, so she didn't see me open it. Maybe because I didn't gush about it to her afterwards? The only other thing I could think it was- because I hadn't written a note...? I explained that things had been really hectic with my dog, and it seemed to be fine, but it made me think...**

The gift was a thank you for something I had done for her. Do you write thank you notes when in a situation like that? When I got married and III's family would buy me gifts for my birthday (they are a very gifting family) I would write thank you notes. III's mom told us this year that I shouldn't- that it's from family so it's not necessary... apparently my thank-you-note-etiquette is poor...

Anyway... I was just curious where others stood on this.

*Though, while lovely, it is not actually my style. But I don't know how I would have even communicated that to her unintentionally since I didn't really see her when or after I opened it...

**I was thinking about it specifically today because I'm wearing the necklace. :)