In a Catholic parish, the Christ child is not placed in the creche until moments before Midnight Mass on Christmas.
Gannon is wearing his gun, handcuffs, and a spare ammo carrier, but you can see that he has no ammo in the carrier
The opening narration says the story takes place on Wednesday, December 24th. Friday is addressing Christmas cards to mail on Christmas eve. He even mentions that he might mail some out on Monday, which would be December 29th. Even if he mailed them, they would not likely be received until well after Christmas.