Never heard of such a thing, and I was in a similar circumstance. MH is AD Army and our closest family lives 7+ hrs away from us. A few work friends of mine threw a small get-together about 2wks before my due date. No family was involved. Same deal when we got married, and we were living 9hrs from the nearest family; a few work friends threw a lingerie shower, with no family involvement. We may have a meet-the-baby open house when we do travel to see family this spring, but IMO that is not a gift-giving event.
We did complete a baby registry on Amazon for the completion discount. We ended up receiving a lot of gifts from far-away family and friends after LO was born, which was very generous and unexpected. IMO, this, along with the much sadder fact that our LO will not be as close with her extended family due to the distance, was a sacrifice I made when I married an Army officer.