i feel like a lot of the young and/or uneducated are not gonna get this one, so here's an explanation:

christmas lights used to be (some maybe still are) connected in "series", which means that the wires are only connected to each light, so if one breaks then the electric circuit isn't connected therefore the remaining lights won't light up either

newer ones are connected "parallel", where the lights are basically like "branches" or "offshoots" of the main wire(s), ensuring that if one light breaks then the circuit still remains connected and all other lights still work (i may be wrong on this tho)

wiki link for more info:
https://en.m.wikipedia.org/wiki/Series_and_parallel_circuits