And to some people healing on the Sabbath was a sin.
And a little but of dancing around the goldne calf was okay until Moses cam down from the mountain!
But the golden calf was created and then worshipped by some because those at the base of the mountain had begun to doubt both Moses and (more importantly) God. No one I know tells the story of Santa and joins in the game to show that they doubt God. They do it for fun, not seriousness. You are reading way too much into the Santa game. When we play Monopoly we pretend to be someone most of us are not (wheeling-dealing developers.) When we act in a play we pretend to be someone we are not, as a way to tell a story for entertainment or illustration. Are we liars we do those things? Are we doing them out of doubt of God and seeking a substitute to him? Of course not, it is just entertainment. Sometimes we do things simply for fun, with no deep meaning.