I'm going to be blunt - it's dumb to keep it, just so that you don't hurt her feelings. That said, I know every relationship is different, so I suggest two options:
1) Order a new 85 f3.5 macro, and when it comes, return your 85 f1.8G. Perhaps you can do it in stealth mode. I doubt your wife will even notice.
2) Just tell her the truth, that the lens she bought isn't a macro lens. Give her the out that it was listed improperly. Or, tell her that they must have sent you the wrong lens, because the one they sent her isn' t the macro version. Tell her you are going to return it for the macro version.