That is curious, since that planet doesn't seem to have the religion of Christianity. Maybe its an unmentioned thing that Hat Kid doesn't often explore?

Also, hat kid can ssay omagash (like the first time she sees catbus) which again leads me to this. Maby hat kid has a religion on her planet, and she brought the tradition with christmas, but I think some other characters were saying oh my god (I think)

Don't think others said God's name in vein (apologies for the workaround, I'm Christian lol sorry-) but it would make sense if she had religion on her planet. Interesting theory, I know the devs are sometimes active with their community. Maybe you can try asking one about it?