Well, Wakasagihime explains how Reimu could be santa claus (look at the colour of the clothes), and Kagerou hopes it could be something else.
And Sekibanki is being the cute stuffed toy.
Hmmm..Huh!?I think it was something like that.So...Oh, so it's just the Hakurei Miko.Hm, hm.Wandering night after night...Do you know of anything else with that set?...someone who wears red and white clothing...As I recall...And they're accompanied by something with 2 horns....what's this "Santa Claus"?...and carries a white object in their hand...Do you know?There's a party every year at the SDM.