On the "religious voyeurism" issue, I think that is very much based on modern Jewish conceptions of prayer and religious observance, which, while they were affected by Christian spirituality during the Haskalah, also exhibit a Jewish mentality.  Here's what I mean: the reforms of the Haskalah brought Jewish prayer away from its position as an exclusively legalistic obligation, and introduced the idea of spirituality.  At the same time, Christian spirituality, at least to me, appear external, welcoming, looking for people to embrace Jesus and be saved.  Jewish prayer, on the other hand, reflects the Jewish experience: exclusive and community-based.  Thus, while you or I might feel uncomfortable going to a mass "just to see what it's all about," our Christian hosts would probably be more than happy to see us giving Christianity a chance (or at least that's what I expect their perception would be).  The same goes the other way: having a non-Jew observe Jewish prayer makes us uncomfortable because they break up the sense of community and the exclusivity of Judaism.  Were I to attend a mass, I'd be uncomfortable because of the expectation that others might have of me to accept Jesus, not because I would worry about whether I was practicing voyeurism.  Similarly, any discomfort I would have with non-Jews attending a Jewish service would stem from my perception that they expect me to pray for them, which isn't something that Jews do.

As for going out for Chinese food, it is not celebrating Christmas: it has nothing to do with Jesus, and everything to do with the fact that the world around us is celebrating something, so we might as well take the time to do something fun as well.  I could see an argument for the "ritual" nature of eating Chinese food being problematic, but I hardly think that, in principle, utilizing the day off we get for someone else's holy day is an issue (unless, of course, one were to disrupt others' observance of their holy days).