At the point when the kingdom of Arendelle travel out for the Christmas season, Anna and Elsa understand that they have no family customs of their own. So Olaf sets out on a cheerful mission to bring home the absolute best customs and save Christmas
It's relevant that the holiday brings up some old wounds that haven't all healed. Anna and Elsa reunited in Frozen but they've still missed out on a lot of time together. This is a nice way to acknowledge there's still room for more healing.