You can definitely decide not to "do" Santa and other Xmas traditions if you're not comfortable with them. It's a tricky season to navigate, and that feeling of being left out is real. England seems to do Xmas in such a big pervasive way it does feel impossible to avoid. But it doesn't mean you can't set boundaries, even if other people don't understand, feel you're missing out etc.
OH and I are Jewish so we don't celebrate Christmas ourselves, but we have relatives and friends with different religious backgrounds - atheists, Christians etc. We make a distinction between visiting other people's celebrations at their houses and what we do at home ourselves. For instance, we have never had a tree or decorations at home. We light Hanukkah candles and enjoy celebrating that (there's usually a party at shul, etc) but it's really not a Big Deal Holiday in Jewish tradition in the same way that Christmas is for Christians - just happens to fall at the same time of year. So we don't want to try and magnify it to compete/substitute for Xmas - it just wouldn't work. Passover is the big one for us and we always get a large crowd together for that which makes it feel lovely. This year we did our Seder over Zoom!
Things that we have done and felt fine about - "secret Santa" gift exchanges at work, visiting a friend's house and helping to decorate their tree, work Xmas do.
Things we have done and felt didn't work for us/won't do again - carol concert, gift giving in our home on Xmas morning, certain movies that empasise the universality of Xmas/how bad it is when people don't celebrate it
Your feelings might change over time, it's happened to us too. I wanted to fit in a lot more as a teen and at uni - I was even a main part in my school nativity play lol
It's a balancing act.