I'm afraid, the short answer is: Because we can. Sure, the festive use of lighting pre-dates Christianity. Heck, Hanukkah is called the "Festival of Lights," but the use of lights in terms of wattage doesn't hold a candle to the electricity consumed in the name of Xmas.
The original "Christmas lights" were candles and, as a result, were placed on the tree and a few other select places ... until 1882. That's when Edward H. Johnson (an associate of Thomas Edison) had the idea to string up 80 hand-wired lights on a tree outside his home in New York City.
A few years later, Grover Cleveland was burning incandescent Christmas lights at the White House and the trend caught on like wildfire. Fortunately, the bulbs lessened the fire danger by replacing candles as the decoration of choice for those infamous dried-out trees.