My husband and I paid for our wedding entirely on our own—not a dollar of financial help from either of our families. Also, my family is gora and they are not familiar with all the lanaie/dhanaie traditions, etc. Nevertheless, my husband’s family pressured the hell out of him to buy presents for both sides of the family in order to save face (which was silly since neither side could afford to do it on their own, and as I said it’s an unfamiliar concept for my family.) So the two of us ended up footing the bill for that, too. Fortunately we were able to keep the cost down by not getting too extravagant, not giving out gold sets, etc., but I was irritated to feel pressured into providing gifts as a face-saving measure rather than as a gesture of love. Within two months of the wedding my FIL was already grumbling about how the expensive watch we bought for him ‘from my parents’ was too heavy, and my MIL was upset that the gift we got for my brother ‘from them’ wasn’t expensive enough. 
We work hard to define boundaries, set expectations that we’re able to live our lives without constant family intervention, etc., but it can be very hard to overcome the pressure from the older generation.