In English, "on" is often used to indicate a specific holiday date, such as "on Christmas Day". However, when the name of the festival is used as a representation for a period of time, we usually use "in", as in "in the Christmas season".
Here are example sentences that use "on" and "in":
on christmas day, we gather with our family and friends to exchange gifts and enjoy a delicious feast.(On Christmas Day, we get together with family and friends to exchange gifts and enjoy a delicious feast.) ）
in the christmas season, people often feel a sense of joy and generosity.(During the Christmas season, people usually feel happy and generous.) ）
on halloween, children dress up in costumes and go door-to-door collecting candy.(On Halloween, children don costumes and go door-to-door to collect candy.) ）
in the halloween season, many people decorate their homes with spooky decorations.(During Halloween, many people decorate their homes with scary ornaments.) ）
on thanksgiving day, we give thanks for the blessings in our lives and share a special meal with loved ones.(On Thanksgiving, we give thanks for life's blessings and share a special meal with a loved one.) ）
in the thanksgiving season, people often reflect on the things they are grateful for.(During Thanksgiving, people often reflect on what they are grateful for.) ）