"I'm happy they don't. It's not my holiday nor will it ever be."
I don't know what is sadder to me -- the apparent fact that your friends are so insensitive to your feelings, or the apparent fact that you would shut out simple expressions that you experience happiness on a particular day.
Trust me on this, there are many of us Christians that wish others "Merry Christmas" because we consider it an act of kindness -- not an attempt to "make it your holiday".
There isn't anything to be sad over. I'm Jewish. Everyday for me is a happy day. I get a holiday every week- - it's called Shabbat. We get more holidays than Christians do. I do not need to be wished to be extra happy on a day that doesn't mean anymore to me than the 4th of February. I think that is what you don't understand. December 25th to me is like any other day. It has no special significance. This year, the only reason it has significance is that is on Shabbat. I don't think you are able to deal with the fact that your holiday is meaningless to me.