@Tandoorimixedgrill
Sorry you lost your parents at a young age. This made me think of your DC. As you say they're young, (and I know this will sound insensitive, but I mean it for the greater good) they've never known any different than your family as it is. So to them, they're not sad, this is normal.
As adults I think we have an idea of that Christmas Carol scene, where all and sundry bustle round the table for Christmas dinner, and games galore... but DC aren't thinking like this. The memories you can create for them now are endless, and for them, everyone that matters is there.
Some Christmases I had were big, some were small. I know I saw some relatives around that time each year, but I honestly couldn't tell you much about those days, my sole memory of that is I had to get all dressed up and hated wearing tights.
What I do remember, is being in charge of stringing the angel hair on the tree. Making paper chains all day and putting them up everywhere. Crackers and being allowed to stow away all the jokes, little trinkets afterwards. Pigs in blankets, as many as I could eat. Watching DM look surprised as she unwrapped the bubble bath and chocolate I bought her every year, with the £10 I was given to do my Christmas shopping. These are my happy memories when I think of Christmas as a child.
I appreciate this maybe doesn't give you the Christmas you have as an ideal.... but once you focus less on what you can't change, you can look at what you can, and really make it special for DC.