You could always call your niece and tell her you finished the quilt for her baby, when would she like you to bring it by? Then she can say "oh! weren't you invited to the shower???" and let you know, or she'll let you know some other time. Perhaps it's just a friend's thing. Or she didn't want a shower but someone else insisted, so she kept the list down. One of the gals I work with is having a baby and we forcefully had a shower at work yesterday even though she didn't want one :D