well to be fair, if someone were in a relationship, they would be expected to do something special for their loved one, be it anniversary or holiday...etc...
HOWEVER, Issei and Rias had only been kouhai-senpai relationship, at best they are “family”, as in under the Gremory’s banner as Rias’ personal peerage. Nothing has been formally established between tye two of them other than ghe master-servant pact.
the whole name thing wasn’t even Issei’s idea in the first place