Good Q.
I did it because I always missed celebrating Christmas. I got very sad around this holiday not being able to participate. I was never 100% for not celebrating it like my husband was but did not want to make waves in my marriage.
After leaving the WT, I did some research on this holiday and found that Christians do not observe Christmas on Dec 25 because of the festival of Saturnalia but rather because it is the day that coincides with the Festival of Lights, a Jewish holiday. Since Christians base their beliefs on Judiasm and not pagan festivals, I have no guilt in observing Christmas anymore.
The other arguements the WT gives against Christmas were always weak anyway. Just because we are not told to observe this day does not mean we should not. Interestingly, the Jews observed the festival of lights (then called feast of dedication) when God had not directly commanded them to do so. And Jesus was even present in the temple area during this feast. (See John 10)
Once we left the WT, I was ready to observe Christmas right away but it took my husband 3 years to get to that point. Finally, my son asked his father if we could please have a Christmas tree and he caved on the issue. Now it our 6th Christmas and my husband helped me decorate the tree this year with not one once of guilt. Peace, Lilly