I can't speak for everyone who doesn't receive games as gifts - there are plenty of valid reasons not to. I just don't like it. My wife is pretty much the only person who would spend that much money on me for my birthday or Christmas at this point in my life, and she did buy games for me when we first moved in together but it wasn't fun for either of us. She doesn't know much about games, so she would just go to the store and buy games that looked cool...so I'd end up with a stack of games I didn't want to play to either suffer through or take back (which I did) for games I really wanted. So I started giving her lists of games...but I have poor impulse control so I typically bought about half the games on the list by the time Christmas rolled around, which got me in trouble.

Then I stopped doing that and just giving her a short list of games to buy...but then I would know exactly what I was getting for Christmas, and she'd know I knew, which isn't very fun and in my opinion really spoils the spirit of gift-giving. I'd rather get something she came up with herself.
Short version: I don't think it's fun to get games as gifts. I'd rather just buy what I want when I want it and not put pressure on my game-illiterate wife to get me the games I want to play.
I certainly don't hide the fact that I game. I used to, I confess, whenever we had non-gamer friends over or my parents dropped by. Pretty normal, I think, to go through a bit of a "omg I'm an adult gamer" shame spiral so don't worry if it happens to you. You'll get over it.

And hey, having a few nongamer friendly titles on hand to "wow" people with doesn't hurt, either.