Forgive me for this, but she sounds really spoiled.. It shouldn't matter what her "definition" of a present is.. The rolling dance bag sounds fantastic, and she does want one, and it IS thoughtful, and if she can't see that then she might need to learn a lesson. And even if she doesn't believe in Santa this year you could still do the naughty card and get her nothing..maybe that will show that she can't "expect" presents under the tree or demand certain criteria.
Also, even if you aren't religious or don't have tons of family around, Christmas still isn't 100% about the gifts. Maybe you guys could build some decorations together, watch movies together, drink some hot cocoa or whatever..it sounds like you two need some bonding.
Bonding is certainly not something we need. Most of the time it is just the two of us here and she is like my shadow. I can not go anywhere without her.
She is spoiled. She's an only child. I don't see anything wrong with being spoiled. I was spoiled and I still am.
As for as expecting presents under the tree, I think that's pretty much a given.