well, any religion (and Santa Claus is just a rare nice one among religions' artifacts) is about being watched and recorded (btw, now that we can do it ourselves may be can do away with religions :). Picking up on the Elf is kind of strange. He is at least not going to condemn you to an eternity in a boiling cauldron what "merciful Gods" typically would do out of "pure love for you soul". Or may be this is exactly why they chose to pick on him :)
(As satirized on an episode of The Office, and as Christoph Waltz recently discussed on Jimmy Kimmel.)
"Krampus is represented as a beast-like creature, generally demonic in appearance. The creature has roots in Germanic folklore. Traditionally young men dress up as the Krampus in Austria, Romania, southern Bavaria, South Tyrol, northern Friuli, Czech Republic, Slovakia, Hungary, Slovenia and Croatia during the first week of December, particularly on the evening of 5 December (the eve of Saint Nicholas Day on many church calendars), and roam the streets frightening children with rusty chains and bells."
I'm sure that makes for a very merry Christmas! :)