Where on earth did you hear that?
The series (which Ozzie had total creative control over) certainly had a good number of Christmas-themed episodes.
And, though it might not entirely have much bearing, when he was a bandleader, he certainly towed the line on any poor behavior from his sidemen.
About 40 years ago someone wrote to a magazine asking what religion the Nelsons were. I remember the editor said Ozzie was an atheist. The others were not, but I don’t remember what they were.