In a world with transporter technology wouldn't it be considered weird not being able to do that?
They also have anti-gravity sleds, there's probably a planet somewhere with bioluminescent flying reindeer, the only truly unbelievable thing about the whole story is they've got a guy wearing a red suit and he doesn't die.
Sounds like an average Tuesday for Chief O'Brien to me... but apparently there's a TNG comic confirming Santa is real (and also the Grinch for some reason??)