It's not like the movie has much to do with religion, really. The only things are that they go to mass to get free food and that the baby seems "blessed by God" (It could easily be luck or coincidence if you look at it another way) since he avoids any tragedy that could affect him and the protagonists. I don’t see anything wrong with them making a Christmas movie. Besides, the Japanese celebrate Christmas in their own way—putting up trees and eating fried chicken.