Eh, sometimes you have to let kids be kids and enjoy life, especially during these dreary times of late.
Someone I knew decades ago, he was of the Jewish faith and he and his 2 siblings begged and begged their father when they were kids to put up a Christmas tree because everyone else seemed to be doing it, so he relented one year and they did. They found out the hard way that lit candles on the branches were only suitable on Christmas cards, and the father took it as a sign from God that what they did was wrong. So that was the end of that.
The lesson? Let your kids not feel deprived. Let them have some magic in their lives.
They can always choose not to believe in Santa when they get older on their own.