Without reading all the other posts, I'd have to say that this is not innappropriate. Perhaps the woman came from a company where the standard Christmas gift to a boss was a bottle of Cognac? I see nothing wrong with that, except maybe if your DH hinted that he didn't like Cognac she'd find another bottle of liquor or other "standard" gift like fruit or chocolate to give as her stock Christmas gift.
Perhaps, since your DH is diabetic, she doesn't know what else to get him and may see this as an opportunity for him to regift the Cognac to someone else?
I'm not going to read anything else into it unless/until I get more information. Based on your first post, I see nothing wrong with this.