I always wondered how children are supposed to believe that just because they are poor, this fictional figure will bring them fewer and cheaper presents.
The Santa-belief on Mumsnet took me by surprise - I cannot remember a time when I actually believed in such a figure. (Though where I am from, presents are brought by the more or less genderless Christ child, who is only very loosely related to Jesus and sometimes portrayed by women, and St. Nikolaus comes on the 6th of December to bring some token presents.)
It was always clear that my parents were behind it all, and my mother always was the one to give us a tiny present that "The Christ child has left on the doorstep" in advance, or show us where the Easter bunny had hidden some chocolate eggs.
It always was a big game of play pretend. My parents never explicitly told us, but they also didn't go to great lengths to hide it.
Back to topic: I think there are sexist reasons why both Santa and the Easter Bunny are depicted as male.
I have no problem with the original legend of St. Nikolaus, but Santa has zero to do with that.
And the Easter Bunny ... is completely fictional, for all I know, so there's no reason it should be male.
Interestingly, in Sweden, where there is a big celebration of Santa Lucia, like St. Nikolaus a historical Saint who probably existed somewhen, the fact that Lucia is always played by a girl is considered sexist and some allow boys to be casted for the role. 