"Christmas-themed" is very generic. There are lots of wintertime-themed papers out there, but the selection of Christmas wrap with specific religious motifs is indeed rather limited. These would include the Nativity scene, angels, scripture quotes, etc. Yes, you're correct about the fact that there are lots of papers out there with Santas, ornaments, snowflakes, toys, nutcracker soldiers, etc. all over them, but very few are specifically printed with Christian-symbols and/or artwork.
Another concept: some enterprising amongst us might look on your situation as an entrepreneurial opportunity, where you could open up a storefront, even short-term, that would carry specifically printed wrapping paper with Christian symbols and/or artwork.