If we were not in a state of Ihram, we would have accepted it from you. (Using translation from Muslim 1194a)
أَهْدَى الصَّعْبُ بْنُ جَثَّامَةَ إِلَى رَسُولِ اللهِ ﷺ حِمَارَ وَحْشٍ وَهُوَ مُحْرِمٌ فَرَدَّهُ وَقَالَ لَوْلَا أَنَّا مُحْرِمُونَ لَقَبِلْنَاهُ مِنْكَ