They enjoy them that way. If your child has a problem in distinguishing between fantasy and realism, then explain that Santa Claus is a story book character like the Saturday morning cartoons on television. That won't spoil all the fun. If your child asks skeptical questions about any fictional character, by all means it should be explained that it is an imaginary character. Even the inspired writers of the Scriptures employ fictional characters in parable and symbolism as though they were real.
Piety is much better when it flows from a balanced perspective.
Christmas is very much a part of our culture. And their crusade, along with other humanistic factors, is becoming quite effective, for Christmas is becoming increasingly secular. Religious sentiment in the songs of Christmas is being heard less. I regret this change because we are losing something. Something is better than nothing.