I think I am used to it being translated to obligatory chocolate. And while it is true that we don't really have the concept, at least not in America. We do at least have a concept of giving everyone something on these holidays (eg. valentines day). For instance, it is common in schools (especially for young children in elementary) to give something to everyone in their class. Some people take the initiative to confess/give something to the one they like on this day as well. Though, I believe we primarily view it as a day for couples rather than confessing, and I have never heard of a specific name for "love chocolates".
Grateful may convey her feelings, but since she doesn't know what the word means anyways(as she stated), and I do not believe that was the message the one who taught it to her was trying to convey, obligatory is just a better fit. It is a common translation and being told that you are receiving it because the giver was obliged/had no choice by social convention, sounds quite painful as well(ans thus fits the story better).
Since a tl note was used anyways, use the common translation (and tl note the joke if needed) or leave it untranslated (an tl note the meaning).