This is really getting tiresome.
It's RIDICULOUSLY easy to get a gift receipt at Target. It's crazy how easy it is.
Half the time they give me one whether I need it or not.
To not give one with a gift (especially for a baby, for pete's sake) is just thoughtless and inexcusable.

The blame ultimately lies with the giftgiver here. They disregarded the rules for a possible return.
Target has every right to protect themselves against excessive and possibly fraudulent returns and exchanges while you have the right to shop elsewhere.
Exercise that right and be happy.
Life is too short.