Ok, I am glad its not a specific school thing. And I am glad I find this out before our own kids come home saying things like this!
I imagine she probably was exposed to Sikh or Hindu beliefs around Divali etc. The playgroup I work at is Christian based but we cover other cultures and beliefs (in fact the Early Years Foundation Stage requires us to). The kids in my key worker group had a blast playing dreidel recently and equally so singing in our nativity play.
According to my DH they didn't learn about Judism in school because there weren't/aren't any synagogues in the area, but they did learn about Diwali. My niece pretty much makes up the "ethnic" population of her class as she is mixed race, so I assume her teachers don't feel like they would offend anyone if everyone in her class is christian.
I got a Christmas card from a Muslim colleague who came for beers after work and told me about his Christmas tree, and how Santa is coming to his house, and the roast turkey they are having.
I work for a company where half the people are Jewish and all of them said they celebrated Christmas as a child in the UK because they didn't really have the choice not to. They still had to do the school Christmas plays, learn about Santa, etc. Only once their children are grown do they expect to only celebrate Hanukkah. I should mention that none of them ever mentioned disliking Christmas-but they all did say they felt a pressure to celebrate.
I know its not too different in the US, but I went to a very christian public school and the few Jewish friends I had didn't celebrate Christmas. Sort of wish the UK had some sort Thanksgiving, maybe that would alleviate some of the pressure to celebrate a major national holiday that's mainly focused on Christmas now.