The most likely reason is because three of the Santas are busy:

Tifa's Boobs - 48 hour shifts and heading to Grandmothers for Christmas. Sounds fun!
Shauna - Work related stuff and generally being snowed under
Shorty - On some trip, somewhere

If you haven't got a present, don't worry Proto! You will get it once their ready. They do say good things come to those who wait right?

Update: Did some PM snooping and uncovered that the following presents yet to be made (Though with understandable reasons mind) are the following -

Madonna
The Summoner Of Leviathan
Agent Proto
Jiro
Shoeberto
Wolf Kanno
Aulayana
Shiny
Happy Noodle Boy