I think the budget had a lot to do with that lack of celebrating. The other thing was probably that they wanted what happened on the show to be in this bubble that was outside of any real time or place, despite occasional references to reality, such as people dropping in from NYC, Boston, or Augusta (or London!). Jonathan Frid mentioned in an interview once that he thought this timelessness was one of the show's strengths. And it helped keep you from wondering why their Xmas decorations were so tawdry and cheap looking... just think of that "glamorous" gold lame bag Liz was wielding when she was thinking of shooting Julia!
I personally like it that nothing was ever celebrated on DS, but I am an odd duck, to understate things. It just gives the show a quality that sets it apart from other TV series.
It is very sad about the weddings, though, especially Carolyn's.
Gothick