Here's my take on it.
It all comes down to how devout she is. You said she converted after you were married, therefore she wasn't raised in the 'truth'. She has experienced Christmas - she knows what it's about.
Bottom line is that Christmas is a season of giving and happiness, and witnesses hate that. They are a miserable and sad group of people who are secretly convinced they aren't good enough for anything. The only thing that makes them happy is to see the misery of others because they can twist it to fulfill their pitiful predictions.
If she secretly wants to celebrate you'll be able to talk her into it.
If she really really believes what they're telling her nothing you say or do will change her mind on the subject.
Their arguments don't stand up to scrutiny and logical thinking, so hopfully they haven't crippled those qualities in your wife and she'll see throught their bull.
Merry Christmas!