I try-try-try to send a note for every gift, even hand-delivered ones, but of course I can't swear I never forgot one. I don't know if it's wrong not to send one, but I know it's not wrong to send one, so I do it when I can.
In your case, I think it's certainly odd that your great aunt and uncle would complain about not getting a thank-you card. I don't object to a gift-giver asking whether a gift was received when there is some question about it - a present bought online but no thank-you note received, for example - but to simply complain about someone else's "bad manners" is, in fact, bad manners. Politeness is about setting others at their ease and making everyone feel comfortable and included - not about holding someone's feet to the fire over perceived "rule violations".
That said, I'm not perfect, and I recently composed a snotty response to the girl who wanted to know if 15 weeks was too early to start planning her own shower for baby #2, so what do I know! :-P