It's not. It's a stylistic choice.
I can already point out a good few reasons why you'd make a film set around Christmas time.
1. Color/lighting. You get a wide arrange of colors and lights to make a scene pop. Lighting, and color are very important elements to setting the mood for a scene. You could film a murder, and have it caked in red lights from a Christmas tree, without making it jarring for the viewer.
2. The contrast of mood. Setting a murder crime thriller on one of the most joyous holidays can create a very interesting contrast between the two.
3. An overall positive feel to the picture. For most people, Christmas makes them feel happy. Not everyone, of course, but you can make the film seem up beat and positive with Christmas in the background without the film having to actually BE upbeat and positive
I am a huge supporter of the autor theory. So yeah. Even if I don't agree with the style, I could never call it ****ing stupid (unless i'm doing it to make a counter point), because it's their style. Who the **** am I to say it's wrong?
Not a good way to look at films my friend.