I would explain to her that Xmas is about giving to others and thinking about others. I'd incorporate together giving some "toys for tots," or donating at a local hospital, or some organization like that which she can see that giving to those in need is a good thing and part of the holiday celebration. Look for local needs and let her decide were to donate or volunteer. Make it routine and an enjoyable. It will help her think and reason and instill a different understanding other than "Xmas is bad. I don't want bad." It's hard to criticize doing good for others.
Good luck!