I've never seen anyone get bent out of shape about it, but if you're part of a minority religion in America I can see how it could get tiresome to have it assumed that you should "get into the spirit" of a celebration you simply don't believe in. While Christmas is largely secularized and capitalist nowadays, it is still deeply tied into the Christian tradition.
And even if people are trying to be "nice" by wishing a Merry Christmas to someone not from a Christian background, it's still just kind of thoughtless act at best. I'll wish Merry Christmas to people who I know celebrate it, but I think Happy Holidays is an imperfect but acceptable default (since at the very least, it applies to New Year's).