For lyrics, we actually didn't train on Christmas songs. Training data was a large collection of romance novels. (See neural-storyteller by Jamie Kiros). The "Christmas trick" we did was applying a "style shifting" after image captioning and before lyrics generation, where the shifting vector was obtained from ~30 Christmas songs.
For the music generation. Although we are aware of some basic music performing rules, such as melody following chord etc, we actually didn't add this kind of rules.
For the blues scale here's the thing. I didn't really know much about music, so I spent several hours reading things like basicmusictheory.com. It happened to introduce blues so we just used it. But you're right on the relevance between blues and pop: only a very small percentage in our pop music collection is blues, after we ran the scale-checking code.
I was asking more if you'd used any traditional carols, as they can have a more definitively "christmassy" sound than a pop song with sleighbells laid over the top.
Overall I meant that I think the music would be more convincing either following the chords in the melody, or sticking to a single mode for both melody and accompaniment.