They fear that they will be persecuted as our society secularizes. While it is a genuine concern, they are, as they do on many things, acting irrationally and reactionary.
I am a practicing Catholic who celebrates Christmas as the birth of Christ, and I do not feel threatened by the secularized in our society at all. In fact, I even say "Have a happy holiday" because I have the common decency to realize that not everyone practices my religion and may be celebrating something different.
So, by recognising that everybody is different, you come to the conclusion that it is wrong for you to express your difference by saying 'merry Christmas'.
