Like peacefulpete said, for us, it's about the people.
When we first walked away from JW world, some of our first new friends decided that we needed some new traditions in our life. So, with them, we started an annual Christmas day hike and feast afterwards. There's no religious element to it, the majority of our friends are not religious. It's just an organized excuse for friends to get together and enjoy each other's company.
The hike is done rain or shine. We've done it in the snow, and during crazy winter storms.
Sometimes there are 15 or 16 of us for dinner, sometimes there are 30 plus. Sometimes dinner has a theme (like Southeast Asia etc.). No theme this year. I think I'm going to make homemade spaetzle x3. Alsatian style sauerkraut with spaetzle, fresh local seafood (salmon, crab, shrimp) mac and cheese spaetzle, and foraged wild mushroom (bolete, lobster, hedgehog, chanterelle) spaetzle in riesling cream sauce. My wife's making a yule log.
One year we had an Israeli and an Iranian cooking and laughing together in the kitchen.
Several years we had a local Indian chief guide our hike through tribal land.
This year, we're going to hike through the sand dunes that inspired Frank Herbert to write Dune.
For us, it's a reminder and an appreciation for the good people we have in our life since leaving our former social group.