In D&D 4th edition, it’s important to give players at least some of items that they want, more so than in earlier editions of D&D.
Many items in 4E enhance the core competency of a certain character build, and do so in a very specific way. In AD&D, you had more items granting non-combat abilities, improved defences or new attack forms, and most items worked equally well in the hands of any character. In 3E, unwanted items could be sold for half, with the implication that you can spend the gold buying something you want. Since 4E reduced sale price to 20%, your party wealth will vary considerably depending on whether or not you got items you could use.
There are also an awful lot of magic items in D&D4E. At last count, the Compendium had 8,179 items, and this is only two years into the game’s run. That seriously reduces your chances of getting a particular item as a random drop, and it’s not like you can grind the same dungeon over and over as you would in a video game.
This means that even though there isn’t a tradition in D&D of DMs accepting item requests, 4th edition has made it important to begin one. You can always work it into the story that the characters came to the adventure site following rumours or divinations suggesting that the items they’re looking for are here, or just give them gold and let them buy or craft their own equipment.