There are several reasons. To maintain that air of mystery which captivates youths, to prevent misunderstandings, to avoid exposing himself and innocents to his enemies... and they must be left inside the house so that they are not stolen or accidentally damaged by the elements! The people leave a tree with a star upon it as a beacon for his gifts.

I was puzzled by this myself. However, it is unattractive compared to what most desire. Speaking of which, do you happen to known where I can locally find coal in large quantities?