I have heard this phrase often when people are irritated if not upset about what had happened despite them making it clearer that they don't wish for it.
Eg:
What does the phrase mean actually? Does it always carry a negative tone with it? The above examples obviously emit irritation to me. Any thoughts?
It does generally carry a negative tone, but not always. One can imagine a young couple in love and one of them looking adoringly at the other, saying, “I thought I said I didn’t want any birthday gifts.” Here it might be intended to convey mild surprise, and perhaps infatuated gratitude. But that sort of example is probably the exception.
The tone is usually negative, and sarcasm is involved. When the TV that cost £1000 is smashed, and I say to my son, 'I thought I told you not to play football in the house', I am pretending not to be sure that I told him that.
Other answers have talked about the meaning in your examples, but I just want to add that it can also literally mean what it says, that is "I was under the impression that I said something [but actually I didn't]".
For example, say I'm explaining how to set up a tent and I say, "Now do the pegs like I said." but someone replies "How's that?" so I say, "Oops, I thought I said that already. They need to go in at a 45-degree angle."
Or say I'm walking a customer through setting up some software, and they want to disable a specific feature. The menu to do that is confusing so they click the wrong option and I ask "Didn't you want to disable that?" so they say "I enabled it? I thought I said to disable it! Darn menu didn't make any sense." (And just in case it's unclear, "said" here doesn't literally mean "spoke out loud".)
