Did you know all of this about her before you married her?

If this is important to her and she is important to you then you either stop celebrating holidays, or at least celebrating them in your home or be prepared for her to leave when you do.

The hypocrisy of following what's useful and ignoring what's not in any religion has always been a sore point with me so I do understand your frustration, but you had to have known this before you married her?