When it comes to Christmas itself Jesus is depicted as a baby because the holiday is based around the story of his birth and the celebration that went on in the heavens and the events that transpired when he was born. The rest of the year they show depictions of Jesus with children gathered around him or hanging on a cross etc but at Christmas they concentrate on his birth.
One could ask a JW why they always depict Adam and Eve as young people in their literature. Adam is always shown as fit and strong and Eve is young and beautiful with long flowing hair. We all know that Adam and Eve (if they even existed) grew old and died and for most of their lives, they were old people. No one wants to think of that period of their lives rather they want to focus on the story of creation and the hope of returning to perfection.
JW's and other insecure and resentful people, enjoy feeling extra virtuous about themselves by nit picking and pointing out the supposed flaws in the customs of others instead of marveling at the fact that 2018 years after his death, even though the details may vary, millions of people around the globe still recognize Jesus as the son of God and their savior and celebrating his birth is a happy occasion that keeps the hope of eternal salvation alive.