There’s no moral problem with it. However, some people do have a strong preference about not using “Xmas” as opposed to Christmas.
I’ve run into some Catholics or other Christians, including in my own family, who object to the “X” because they prefer to write out the term “Christ” and see the use of “Xmas” as “taking the Christ out of Christmas”. Not everyone in society is familiar with the Greek letter meaning of the term, and even those who have heard the explanation sometimes see this as a minimization or avoidance of Christ’s name and hence disrespectful to Him. If I tried to write “Merry Xmas” on a card as a child, having heard the explanation at school or wherever, my mother would respond with something like, “Yes, well, we’re not Greek and we don’t abbreviate Christ’s name on His holiday, so write out the word Christ.”