Actually, a lot of people don't. Granted, these are the same people who upon hearing Christ was Jewish say "No, he was Christian!"
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As a pagan here, I will explain ...
DEEP INHALE.
... It doesn't matter. Everything about Yule has become the secular side of Christmas, which means it's actually more prominent than nativities--you can see it everywhere. The people who tend to "correct" about this are usually white knighting. The only time it's relevant to bring it up is when someone is being a shmuck about the origins of Christmas or making a point about the reason for the season as a means of getting down on someone for enjoying the holidays, but even then, there's no point in bringing it up, as the shmuck isn't going to let it get through their thick skull. So might as well save one's breath.