Maybe she wants me to be more assertive and ask her for it?
Not likely. Almost certainly she just forgot. I think a lot of us tend to do a lot of speculating about our therapists' reasons for doing things and assume we are the cause, when much more likely, we have nothing to do with it.
A lot of us seem to have therapists who often forget to follow through on things they say they will do, and it bothers us a lot, judging from the number of posts on this issue. I think it's to do with holding them to higher standards than we might hold other people, because of the special position they hold in our lives, and perhaps we scrutinize their actions under a high-lens microscope. The reality is their actions don't usually have any more personal significance than anyone else's. They are human like the rest of us.
On another thread about therapists forgetting to follow through, someone made a point I try to keep in mind. Good therapists are people who live in the moment. That makes them very good at focusing 100% on their clients while working with them, but the flip side of this kind of focus is that they tend to be not so good at staying on top of details like remembering to send an e-mail.
If it is really bothering you, your feelings about being let down by people not doing what they say they'll do might be a good thing to bring up at your next session. For the moment, I'd send a reminder e-mail: "Hey, remember you said you'd send me a relaxation exercise? I'm still eager to look at it, please do send it at your earliest convenience."