Maybe it's not stressful for you, but those things can be stressful for other people. You think 'shopping is fun' but I know loads of people who absolutely loathe it - we're all different. I sometimes find shopping 'fun', but when I can't find the right kind of gift, or need to spread the cost over a few months, then I don't find it 'fun' in the slightest.
I'm a good cook and I don't find cooking Christmas dinner to be particularly stressful, but that's because I have two ovens, and my kitchen's open plan so I can still chat and have a laugh even while I'm cooking. When I had one oven, a minuscule closed off kitchen and seating people entailed unfolding a dining table in our living room and getting chairs down from the loft because we didn't have a dining room, I found it considerably more stressful than I do now, I can tell you.
Personally, I really enjoy wrapping presents. I like settling down with an audiobook and bottle of wine and getting on with it. But I find wrapping things really easy, whereas DP is useless at it and finds it really annoying and stressful - again, we're all different, aren't we? I also have friends with kids who regularly end up having to fit their wrapping in late at night while utterly knackered when the kids are in bed, or are trying to find the time to wrap presents for a huge family while also working night shifts as a nurse, and I imagine that sitting down with a jolly film to wrap stuff is less of an option for them.
The most stressful thing for me about Christmas is actually the logistics. Elderly parents on both sides who live 200 miles away from us (but nowhere near each other) and don't have the room/ability to host us, but also can't manage the train to get to us when we host them, means that we spend a lot of Christmas doing four-hour motorway journeys back and forth while siblings are also wanting to know when we'll see them or whether they can drop off some presents etc - it does all get very complicated and the more time we spend on the motorway the less time we have to prep food in advance, get the house guest-ready etc, and it's also heavily reliant on what annual leave we can manage to get. So while I find some elements of Christmas fun and easy (cooking on the day, wrapping stuff up etc) I find some elements very stressful (some of the shopping, the logistics, the cost).