The watchtower claims that Jesus was not the Christ at his birth but instead that he did not become the Christ until the time of his baptism:
"Not at birth, but at thirty years of age Jesus became Christ . . . " Things In Which It Is Impossible For God To Lie p. 211
What does the Bible say:
"Now the birth of Jesus Christ was on this wise: When as his mother Mary was espoused to Joseph, before they came together, she was found with child of the Holy Ghost." Matthew 1:18
"And when he had gathered all the chief priests and scribes of the people together, he demanded of them where Christ should be born." Matthew 2:4
"For unto you is born this day in the city of David a Saviour, which is Christ the Lord." Luke 2:11
"And it was revealed unto him by the Holy Ghost, that he should not see death, before he had seen the Lord's Christ. And he came by the Spirit into the temple: and when the parents brought in the child Jesus, to do for him after the custom of the law," Luke 2:26-27
"Paul, a servant of Jesus Christ, called to be an apostle, separated unto the gospel of God, (Which he had promised afore by his prophets in the holy scriptures,) Concerning his Son Jesus Christ our Lord, which was made of the seed of David according to the flesh;" Romans 1:1-3
"For I could wish that myself were accursed from Christ for my brethren, my kinsmen according to the flesh: Who are Israelites; to whom pertaineth the adoption, and the glory, and the covenants, and the giving of the law, and the service of God, and the promises; Whose are the fathers, and of whom as concerning the flesh Christ came, who is over all, God blessed for ever. Amen." Romans 9:3-5
"Moreover, brethren, I would not that ye should be ignorant, how that all our fathers were under the cloud, and all passed through the sea; And were all baptized unto Moses in the cloud and in the sea; And did all eat the same spiritual meat; And did all drink the same spiritual drink: for they drank of that spiritual Rock that followed them: and that Rock was Christ." 1 Corinthians 10: 1-4
"This is a faithful saying, and worthy of all acceptation, that Christ Jesus came into the world to save sinners; of whom I am chief." 1 Timothy 1:15
Perhaps this is one of the reasons why they reject any celebration of Christmas.