Lawyers could argue about this for ages!
If a nominally 'free' item is advertised as coming with a paid-for one, then the pair 'go together'. e.g. If an offer says "Buy this bed and get a free mattress", anyone returning the bed would be obliged to return the mattress too.
However if a free gift 'comes out of the blue', the two items don't 'go together. i.e. if, when you placed your orders, you'd no reason to expect that you'd be getting any free gifts, the existence of any such gift can't have formed any part of your contract with the retailer, so you're not legally obliged to return it when you return the item you ordered. (If someone sends you a completely unsolicited item, they can't expect you to pay for it. Neither can they expect you to return it unless they provide you with the means of doing so at their own expense).