If you're not getting the gift then you either don't have enough romance by Christmas or haven't seen all of his dreamscapes by that point. For romance you might have missed one of his side events (the 5+ grey dreamscape - where you feel someone watching) or if you have not seen one of his dreamscapes early enough then you might need to get more of his affection raising scenes to unlock it in time. Some of the easier to miss ones for affection are research ones.