Christian Christmas bingo is not a thing. Bingo is not like other games or activities when you can incorporate a certain theme to it. People can play bingo however they like including Christmas bingo. Just by saying Christian Christmas bingo, doesn't necessarily mean the bingo card should contain religious stories or using verses from the Bible. The closest thing to what so-called Christian Christmas bingo can be that the bingo cards contain Christian illustrations such as the nativity, churches, mother Mary, etc. Bingo is a game and it is supposed to be fun. You don't have to do it the Christian way or any other religious way just because it is the Christmas season.
Yes, some of them. Some other Christian may never play bingo their whole life. Bingo is just a game. Everyone can play it and have some fun. It has nothing to do with your religion. Even when at Christmas some people play Christmas bingo games, doesn't mean you have to use a Christian Bingo game set. You can use a regular bingo set just fine.
There is probably no reason why people play Christian Christmas bingo games. They can play it just for fun even when they are not Christian. But some people may use the game during Christmas to boost the spirit of Christmas when playing. Some people also use Christian bingo games to educate their children about Christianity and the stories of Christmas including the birth of Jesus and other things related to Christmas.
You can make the Christian Christmas bingo game using a free bingo template. Some of the templates are editable so you can personalize your own set. You can fill the boxes with Christmas related illustrations, Christian related illustrations, or even the verses of the bible. You will also need to create the caller cards to match the bingo cards. It may take more effort to do because you will need to create a lot of matching cards especially if you make a lot of bingo cards so more people can play it. If you don't have the time and energy to do it from scratch, you can find Christian Christmas bingo activity sheets from the internet. Do some alterations if you need to. Print the cards and you are ready to play.