Why I wouldn't tell my kids that Santa Claus exist:
When I was a kid I studied the sciences. There was no proof, but I was aware of the following: that the Earth is spherical, that the Earth moves around the Sun while tilted at an angle, that because of that the poles are terribly cold. I watched episodes on TV where they show the North Pole as being covered with ice, and populated by polar bears.
I was aware that birds fly but reindeer do not. I was also aware that airplanes fly, that rockets fly, but that sledges do not. Therefore a reindeer-drawn sledge does not fly.
Because of the above points, I've always thought of Santa Claus as impossible, and therefore imaginary.
If I were to tell my kids that Santa Claus exist, I would have to supply evidence to his existence, e.g. how he makes his house habitable, what he eats, how does he make his sledge fly, etc. which is impossible.
So I just wouldn't.