I think this situation is definitely a funny one. My FI and I have had our own places for the past few years, so like you we have everything we need when it comes to cooking, cleaning, bedding, etc... Of course, there are things that we have had since college and could use some upgrading, but we are in the process of buying a house, so cash is the item we need the most.
You would think that everyone who has been married or even been on their own would just realize how much money is needed for this time in your life, but for some reason I guess folks just want to have a gift to wrap and hand over instead of an envelope.
We have not registered yet, but plan to for a few things. We have not figured out yet how to let people know we need money more than anything. I know it seems rude and greedy, which is why it is so funny to me...because honestly that is all we need!!