It really is. I mean you got songs about jolly prowlers who watch you no matter what (somehow he's the only person who can get away with watching you go to the bathroom and not get in trouble for it), European Yule Monsters beating children to death and eating them, and it's all hidden behind a vibrant atmosphere like some deranged serial killer really causing trouble. I now see why I loved this holiday when I was a kid. I so wish Arthur Rankin Jr were alive so he and Jules Bass can do an extremely unsettling Christmas special and have King Diamond host it. That would rock!

Can't say I have ever found it creepy or disturbing.  

i never found anything disturbing about the history behind it, though if there's one christmas related tale that's kind of creepy, it's the krampus story.