I'm writing this as someone who has mostly lived in the US and Canada. Personally, I find the whole "lying to children about Christmas" thing just a bit weird (no judgment on those who enjoy this aspect of the holiday). But because it's completely normalized in our culture, this is something many people have to deal with.
Two questions:
What age does this normally happen? I suppose you want the "magic of Christmas" at younger ages, but it gets embarrassing at a certain point.
And how does it normally happen? Let them find out from others through people at school? Tell them explicitly during a "talk"? Let them figure it out on their own?
Are you referring to santa and elves or the birth of Christ?
My 5yo daughter appreciates santa et.al. as a cheeky fun fantasy just like the easter bunny and tooth fairy. I never tried to convince her that any of it it real.
We even have an elf on a shelf that she looks far every morning with great enthusiasm but if someone gets weird about she says “its just a toy ok”