It's irrelevant whether or not they know it's Christmas, Easter, Thanksgiving, or someone's birthday. All they know is that they're getting treats they don't usually get.
And no, I don't do Christmas anymore. Well, except for watching the Charlie Brown special and indulging in a bit of (nonalcoholic) eggnog. As I said, Gussy tried to eat the ornaments (really!) so I concluded it's not safe to put decorations up. And I know my current cats well enough that my decision hasn't changed.