Because the prayer wheel is a musical instrument, and this musical instrument is obtained by yourself, it is a disrespect to give it to others at will.
The prayer wheel, also known as Brahma prayer wheel, is related to the eight-character mantra and the six-character mantra. Moreover, in Tibetan Buddhism, the more mantras you hold, the more devotion you will show to Buddhism. "Solemnly declare: The answer is for reference only, please don't be blindly superstitious."