At the risk of arousing the ire of the atheists on this site, I would venture to say that everything to do with Christmas is hollow, a broken promise wrapped up in shiny paper and tinsel. And why not? I believe that only Jesus Christ, can fulfill our most basic inner needs, and without Him, there will be that disappointment that you speak of.
True, for those surrounded by friends and family, regardless of their beliefs, Christmas can be as enjoyable as any other social gathering. But I think I understand your disappointment, for the reasons stated.