He doesn't know me

I've been with Hayden for three years and engaged for two yet he still doesn't know me.
I was looking at Lego Harry potter for myself just as a dip in dip out kind of a game but decided against it. I don't have the time these days to brush my hair let alone play games.
Anyway he told me he brought me a gift which I received this morning. Not only is it not romantic nor my idea of a gift but it's nothing I've every shown an interest in. Sure he got me a Harry potter game but not the one I was looking at. I feel like he knows nothing about me and he doesn't try.
I'm just a little heartbroken.

Yeah I know I shouldn't be acting this way and just be grateful I got something but it's hurt me. This isn't the first time either. I have to write down what I want for Xmas or my birthday because no thought goes into it on his part.
I never thought I was hard to buy for but obviously I am.
Would it be insensitive to get rid of the game?