As others have said, the 'harm' is when parents don't get to decide what traditions they want to do. If you do'nt care about doing the stockings or advent calendars, then I can see why it's fine if someone else just takes that job off your list of things you don't really want to do. And if you just buy a chocolate calendar, then it really doesn't matter that much who buys it.
But it becomes a problem in situations like in my family, we've always done fabric pockets calendars with treats arriving each night for the next morning - alledgedly from "Father Christmas' Elves" - they have to go check first thing have the elves been... So no, I didn't want DH's family buying card chocolate filled calendars, as that would mean I couldn't carry on my family tradition.
Children don't care, and children won't miss traditions that don't happen because parents don't do them, but that doesn't mean they wouldn't like those traditions if the parents had done them.
And a lot of people saying "let traditions just evolve" - a lot of christmas traditions wouldn't "just happen" if you didn't make them happen. We also have a tradition of going to see Father Christmas then putting up the tree afterwards - this year we're going next Saturday morning, I had to book that in September - all the FC slots sold out round here before October.
We have a tradition of going ot the carol service on Christmas eve because I've made everyone go, and now it's what we do on Christmas eve.
DH's family have a tradition of buzz fizz, smoked salmon and scambled eggs for Boxing Day breakfast, with crackers. We've made sure we adopted that tradition now even if PIL aren't with us, and now it's become our family tradition. That means I have to make sure I've added extra eggs, smoked salmon and orange juice to the order before Christmas and keep back a bottle of bubbles of some sort.
We don't have a tradition of going ot the Panto as we've managed it one year and I haven't been organised to book tickets in time since. That won't ever turn into a tradition because I can't be arsed. The idea that it could without me or DH making the effort to do so really is proving not to be the case, no matter how much my DCs might like it.
DS is starting a tradition of making a gingerbread house with MIL a few days before Christmas. Happy for her to do that because I couldn't care less about making a ginger bread house.