I guess you would have to be in more of a sour mood than most people are in on Christmas Eve, but to me, there is something particularly sinister about an evil entity cloaking itself in Christmas cheer for the purpose of seizing unsuspecting prey. The scene in Gremlins where Stripe and his buddies are acting as Christmas carrollers before attacking the old woman really stuck with me as a kid...
... and that scene at the end of the Tales from the Crypt episode is a keeper. A little girl at the bottom of a staircase introduces "Santa" to her horrified mother - who has been running from him all night.
But like I said, you can't be in "A Christmas Story" or a "It's a Wonderful Life" kind of mood. May help to even be a little drunk.
The simple answer is, I like horror movies and I watch 1 literally almost everyday, so holiday themed horror movies are special in a way. Conversely I haven't watched a Christmas Story or any of those types of Christmas movies in years. Plus let's be honest Santa is a psycho creeper anyway.