OP, anyone that says this isn't strange is crazy! even if you were expecting a gift, so what!? a normal family would present their departing nanny of 12 years (!!) with something on her last day, even a picture frame, homemade card, bonus (hello! I worked for a family for about a year, never even felt close to them and even they gave me a $ gift when I left).
On your last day, did you already have plans to see them in the future? Like a lunch date or an event? If so, that might explain why. Maybe they're planning to present you with something then?
Sorry about all of this, OP! It sounds like you're a great nanny and your MB just seems insensitive. On to bigger and better things though, I hope!