Not having birthday and Christmas celebrations really did not bother me, but I was a JW kid that actually did get wrapped presents at other times.
Growing up in the UK, all that fevered patriotism wasn't a problem. I did stand outside school assemblies, and have to walk in at the end with 500 kids staring to hear the announcements. I did get called names, all kids get called names - fat kids, thin kids, ginger kids, short kids and JW kids. In my case, kid with a different accent, kid with an amusing surname, in my teens, kid with the largest breasts in school and in addition a kid with a weird religion. Being C-of-E would not have made my school life one long breeze.
We don't make such a big organised fuss over Valentines and Halloween here, and we don't have Thanksgiving.
It's different things that I regret. Not being able to go to school discos, not being able to have a boyfriend, that I could introduce to my parents, and see after school. Subtle parts of growing up. Joining Brownies or Girl guides. Other people have those memories, and I can't get it back. I did not want that stuff at the time though.