What!? Have you ever hear anybody talk about doing anything in Christmas?
"On Christmas we celebrate Jesus' birth" "On Christmas we will open presents" "On Christmas we woke up to a blanket of snow covering the ground" "On Christmas we ate a turkey dinner"
It's a totally normal way of speaking.
'At Christmas' sounds normal to me; 'in Christmas', just about, but less usual. 'On Christmas' is something no-one says where I am ('on Monday', 'on the weekend', but never 'on Christmas/Easter/January/summer/etc.')
However, if you're a native English speaker from some other part of the world and this usage is normal there, then it can no doubt be put down to geographical variation. It still sounds odd to my ears.
This is a British English/American English variation. 'On Christmas is American (American English often uses 'on' for holidays - 'on thanksgiving' for example) where as British English will use 'at' for a festival period (Christmas/Easter) and 'on' for a specific day ('on Good Friday').