Because it is enjoyable. There are many Christmas traditions that can be enjoyed on a non-religious basis.
For Christians, Christmas is a celebration of the birth of Jesus Christ. Christians celebrate Christmas with activities such as retelling the story of the birth of Jesus (The Nativity) or watching performances of the story, thinking about other parts of the life of Jesus, praying, eating a roast lunch with family members, and giving gifts.
Many atheists – particularly those in Christian countries such as the United Kingdom and the United States – also celebrate Christmas, but only the non-religious parts of it, such as eating a roast lunch and giving gifts. They will also likely put up a Christmas Tree and decorate their houses with common types of Christmas decoration – tinsel, lights, holly, and so on.
These non-religious parts of Christmas are very enjoyable, and many atheists see no reason not to do them. Additionally, while nowadays we tend to think of the celebrations at the end of December as a Christian festival, it was previously an Anglo-Saxon festival – which is where we get the word Yule from (which is from Old English geola). The Roman festival of Saturnalia was also celebrated around the same time.