My favorite thing about Christmas is the memories that I will always keep -- which always seem to be more special to me when they are made during the "Christmas Season."
Cuddling with someone you love (watching the snow fall outside, through the window; or even just watching a Christmas show on TV or something).
Going out to dinner with friends, or even coworkers, laughing and having a great time.
Driving around, looking at Christmas light displays.
Walking around a mall, watching kids point, laugh, and have fun.
Even occasionally using a snowplow to get to where you need to go, or using heavy machinery to clear driveways and side roads for others.
Those examples are certainly things that you could do outside of the "Christmas Season", while still in winter... but they just aren't the same then. Idunno why I'm that way, but I always have been. Christmas is by far the most important "season" to me.