Have your children exposed the Santa myth by Googling?
Surely it happens! I think 'stocking fillers' in shops are give away enough... My youngest is highly dubious.
1 expert has answered
We preempted this by telling our child that Santa is a fictional character. He understands that people (and parents) buy the holiday presents he receives. Just yesterday we were walking by a holiday store with a life size Santa figure decorating the window, and he was quite excited to see it and pointed out, "Santa!" Knowing Santa's fictional status did not take away his excitement about Santa as part of the holiday season.