We can't really expect developers to put an extreme amount of effort into Christmas-themed elements. So any small hint of Yuletide joy dispersed by a likely-overworked development team is almost always appreciated. And since the inclusion of date-keeping in modern consoles, you'll often find a surprise hiding in some of your favorite games when played on specific holidays. Of course, you can cheat and manually set the date of your console to whenever you want, but where's the fun in that?
An experience I have with this comes from The Simpsons: Hit & Run. Receiving this surprisingly-entertaining game on Christmas of 2003, I had to wait until later that night to truly enjoy it. As is the case with many, I'm annually obligated to make a guest appearance at the house of every person I've ever met. So it's usually not until 9 PM or so on Christmas night that I'm actually able to dive into any goodies I receive. It's kind of a little tradition for me, and a self-indulgence that I look forward to each year. So when I fired up The Simpsons: Hit & Run, I was pleasantly surprised to see the main menu screen, set in the Simpsons' living room, decorated with a Christmas theme. It's a small touch that really warms my heart.
(In case you couldn't tell, I was unable to find an image of this.)