I must agree with jgnat on the reasons she lists.
But in addition I have this one reason that makes it important to me;
When I was a jw - from the age of 5 till the age of 48 - I was lied to about doctrine, chronology, history of Christianity, history of the Jehovah's witnesses movement. I was decieved and lied to about the organizations' participation in political and commercial scandals. I was lead about like a blind man who trusted his mentor, only to find that mentor to be as blind as I. I was instructed to reject my friends who sinned against this organization and/or it's dogmatic doctrine, to treat them as if they were dead, including my own child when she sinned. I was told to submit my spirit and my brain to the organization. I was told to follow the credo "My religion, right or wrong." And I did.
I sacrificed 43 years of my life on the Watchtower alter of false religion, while awaiting the fulfillment of false prophecy that they promulgated, then in essense denied even uttering. I missed out on sports, education, travel, career, hobbies, holidays, job promotions, the joy of seeing my daughter get gifts at holidays, etc. I 'shunned' my own family during holidays and viewed them as evil, worldly, under the influence of demons. Now at 50 I find myself very alone, no traditions to fall back on, no friends to fall back on, no money, no career, and most of the family that I showed such hatred to for not being witnesses are dead and I cannot ever apologize to them for showing such lack of love and concern for them.
I did all that for the sake of a religion that is clearly and provably on many fronts, evil, wicked, manipulative, viscious, hateful in so many ways.
After I left due to conscience I was treated as 'evil slave' class, shunned, hated, ignored, lost all my friends in life. Yet not one single sin according to the Bible can I be accused of, nor have any of my so called friends come to 'rescue me' from my error. [Not that I would be rescued]
I started celebrating this holiday last year - not because parts of it can be proven or not proven to be pagan in some way - but because the organization that taught me to not celebrate it is made up of liars. I no longer trust liars, no matter how self proclaimed to be the servant organization of God. Why should I trust any decision to liars? Jesus said properly of those who imitate Satan by lying and misleading others for their own gain; "They are from their father the Devil". And I believe him!