A gift i want to exchange??

Is it rude to want to exchange a gift? My sister and her boyfriends got me an expensive wallet as I'm moving away. there is an exchange voucher with it as they said if you don't like it you can change it. but I feel really bad as i have been talking about get thing brand of wallet for ages and had my eyes set on this piticular wallet which they gave me another one.

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Your sister and her boyfriend are so considerate and kind. Imagine they provide you exchange voucher if ever you do not like the expensive wallet they gave to you select the wallet of your choice. It happened to me one time when my brother and her wife bought me a gift which was an expensive and elegant watch. Though I like the watch but it was too small for me so they gave me the exchange voucher and I change it for a bigger watch.