Isn't one of Santa's big things that he has a list of good and bad children and you will receive coal instead of presents if you are bad? Lots of parents use Santa as a threat especially to misbehaving kids in the weeks leading up to Christmas. I don't think there's anything wrong with that but there is definitely a 'bad' side to Santa as their typically is with religion.
(Although in NL, Sinterklaas' helpers will abduct you to Spain if you're naughty)
(edit: Actually that doesn't sound too bad, I wouldn't mind going to spain)