And of course, there are countless reasons!
For example, Grýla, a terrifying ogress native to Iceland who comes down from the mountains at Christmas time in search of delicious children!
Grýla is one of those legends that are just too good to be made up — like Krampus of the Alps. As they say, truth is stranger than fiction, but even considering that it’s hard to believe that this legend could have come to be. Apparently she goes way way back in Norse folklore, as she is even mentioned in the 13th century eddas. At some point, Grýla became associated with Christmas as the mother of the Yule Lads.
The Yule Lads themselves are a terrifying story. There are 13 of them, and their names are as colorful as they are descriptive: Sheep-Cote Clod, Gully Gawk, Stubby, Spoon-Licker, Pot-Scraper, Bowl-Licker, Door-Slammer, Skyr-Gobbler, Sausage-Swiper, Window-Peeper, Door-Sniffer, Meat-Hook and Candle-Beggar. Each one is associated with one of the 13 days before Christmas, and they perform varying levels of mischief related to their names — ranging from licking bowls all the way up to eating children.
If the Yule Lads are that bad, you can imagine what their mother must be like! (Probably something like Mama Fratelli from The Goonies, only bigger.) As a testament to her scariness, there was actually a public decree issued in 1746 in Iceland prohibiting the use of Grýla and the Yule Lads to frighten children. I guess the earlier Viking children were made of tougher stuff…

Grýla (watercolor & digital)
So have a Merry Christmas! And remember, when you hear someone whining that the original meaning of Christmas has been lost, or that there is a war on Christmas or some other nonsense like that, give them a slap in the face and tell them about Grýla!