I say it because I mean it. I hope you have a Merry Christmas, in whatever form that takes for you. Maybe it just means a day off. That's fine.
I do not say it as a show of defiance against Happy Holidays. I don't think there's a war on Christmas, so I feel no need to defend it. I celebrate Christmas and I think it is a great holiday.
If you think Happy Holidays is better, than say that. Freedom of speech goes in many directions.