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Answer: One forbidden form of geneivat da’at (deceiving someone) is when one sells a defective item, even when the buyer does not lose money from it (Chulin 94a). However, the same gemara includes several cases where Reuven makes Shimon think he is intending to give him something, when in fact he did not have that intention. One case is when Reuven urges Shimon to eat with him when he knows Shimon will not eat. Another is when he brings to his friend a utensil in a way that looks like he is bringing something of value, but he is not. Furthermore, the gemara forbids opening before a guest a barrel of wine most of which was already earmarked for sale. (Because the wine of newly open barrels tastes better than those open for a while, opening a new barrel looks like a big gesture to the guest.) Rather, says the gemara, you have to inform them that you would have had to open the barrel soon anyway.
Therefore, at first glance, it is problem to make your in-laws believe you gave a present. However, for one or more reasons, you are not required to tell them. First, we look at the reasoning behind the prohibition of this type of geneivat da’at. Rashi explains that the deceiver causes the recipient to feel that he owes him more reciprocally than he does. Had the recipient of the favor/gesture realized the situation, he would not be as generous in return. Thus, if there is no reason to expect any change in reciprocity due to the act, it is likely permitted to present a more positive picture than exists, and parents (in-law) usually give their children unrelated to little gifts their kids give them. (We do not usually make such distinctions regarding prohibitions, but a prohibition whose action is fine and the whole problem is situational is likely different.)
The following story (gemara, ibid. b) is very instructive. Two rabbis happened to be traveling in the opposite direction of a third rabbi. When they met, the third rabbi expressed his appreciation that they came to greet him. One of the two nicely corrected his mistake to avoid deceiving the third. The second one told the first he was mistaken in disappointing the third and that deception was not a problem because he had "deceived himself." The Shulchan Aruch (Choshen Mishpat 228:6) rules like the second rabbi, that if the "recipient" should have realized that he actually did not receive a favor, the "giver" does not have to correct him. We can learn a stringency and perhaps also a leniency from this ruling. One might need to correct a misimpression even if he did not purposely do anything to create it if it turns out that he created the error. The leniency is that if he "should not" have jumped to the erroneous conclusion, the "giver" does not have to correct it. You would know better than we can how this idea applies to your case.
Another leniency is that it is permitted to give the wrong impression if the motivation of the "deception" is not to win favor but for the honor of the recipient (gemara and Shulchan Aruch ibid). In this case, it might be embarrassing to tell your in-laws that they made a mistake, although one could argue that it is not embarrassing, as it was your mistake not to tell them the item was coming for you.
Another difference is that, by letting them keep the item, you are, in truth, actually giving them a present. It turns out that they do have reason to be grateful. When one gives an actual present, whose degree is understood correctly (as opposed to the case of opening the wine), we do not find an obligation to divulge all the circumstances under which you gave it. For example, if you gave a nice present, you are not required to say the idea came from your sister-in-law. So too, you do not have to admit the idea of the present came from your in-laws’ mistake.
Bemare Habazak - Rabbis Questions (657)
Rabbi Daniel Mann
285 - Maintaining a Possibly Grafted Tree
286 - Unintentional and Innocuous Deceit
287 - Answering Devarim Shebekedusha During One’s Beracha
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