I came here to complain about the same thing!
This seems to be a trend with Sephora lately. I just received a package (minutes ago actually) and while I did receive samples, not one of them was one I had asked for. My previous 2 orders (during the sale) did not have any samples despite that I picked 3 each time.
What's the point of letting us pick samples if they're going to completely disregard what we ask for?