Yes, I had something like that recently actually
They sent me some Snowballs for my
Snowball pile. I sent them a Lenny plushie for their gallery as a thank you. They then sent me an expensive gross food, so I figured I'd make up for that by sending some more Lenny plushies. I didn't want it to escalate though, so when I received a Spiky Snowball back, I just accepted it for the pile.
Okay so maybe it wasn't a real gift war. It did feel like it a little though.