Same position here, Every year at Christmas it is just me, DH, DS and DD. We have no other family other than ourselves and I find it really hard when the whole Christmas thing is about family and we don't have any!
I'm fortunate to have a few good, close friends, but they all have their own family; siblings, SILs, BILs, parents that are alive, aunts and uncles, cousins, grandparents, none of which I or DH have.
So we don't see them over Christmas, as they are busy with their families. I wouldn't feel right asking them over at Christmas, as I do feel a bit embarrassed and billy-no-mates; similarly, in the past we have popped round to visit friends at Christmas, but DH and I are both reserved and I feel a bit like the "spectre at the feast" of someone else's family Christmas with a load of their relatives that we don't know.
I do feel sorry for my children, it's not very exciting for then. Although I do work really hard every Christmas to try to make it special for them. Christmas Eve we make homemade mince pies and then always go out for the evening, usually to the cinema to see a Christmassy film, on , Christmas Day, we go to church in the morning, Boxing Day we always have a day out somewhere that is open or a long walk!
Don't get me wrong, it is lovely in it's own way but ..... I miss the family that I have never had...
TBH I also find it hard the rest of the year with no family support.
And don't get me started on social media with all those people moaning about cooking Christmas dinner for 20. I find it best to stay off social media for the duration of the Christmas period.