What the grey means
It means nobody has done the work yet — not that Christmas is absent. When a country is researched here it arrives with every claim sourced, and that takes time, so this map fills in slowly and on purpose. A coloured country with nothing behind it would be worth less than an honest grey one.
Some countries will stay a different kind of grey: places where Christmas is restricted, or simply not kept. That is an answer too, and the records say so rather than leaving a gap.