Well, I am a firm believer in the wayward W getting a good taste of her new reality. Many men will not sacrifice (as they see it) one Christmas for the sake of having many more happy ones in the future. Based on what you told your W, you are prepared to have the kids Christmas Eve and she will have them the next day. I think that is good. She wants you there the next morning b/c she wants it to feel like a "normal" Christmas morning. But it is not a normal Christmas, is it?
There could possibly be other family functions throughout the holiday season that may prompt her to give you an invitation, but IDK. My advice would be to decline b/c you have made other plans. Now some people suggest going and really shining to show her the new you. Since OM is still strong in the picture, I would not do it. I think she would notice you more by not being there. When she knows you will be there, she goes with her walls up and her attitude stuck out.
The "loss" will probably be something private. You may never know about it. I don't think the H should try to cause her loss to hit her in the face. To me, his part is to not enable her, and let life take it from there.
Most people assume the loss of home and family life, or having the kids full time would be a natural loss. Not necessarily so, but like I said, you may never know.
For me, my world came crashing down when my daughter told me she knew everything. Then she told my son, and I don't really know if anyone else in the family knew or not. I was afraid to find out. My loss was knowing that everything I ever stood for, every class in church I ever taught, (not to mention instilling values in my own children), my good reputation, EVERYTHING I had devoted my life to was suddenly shot down. And I provided the bullet. I was mortified and felt my life was ruined forever. At that moment, I had no words. I could not blame my H or things in the past. It was mine to bear alone. That is when my fantasy world started blowing away like ashes in the wind.
So you see, my H had nothing to do with it, yet my loss came. And I want to point out that the timing was just right. I had began to see some little slip ups in OM. I had began looking for someone to talk to me (thus finding this board). So I had read about the PEAs, and had been given excellent advice from some fantastic people on the board. So everything was coming together for that fateful day when my D confronted me. What she said was with so much love. No judgement showed on her face or in her words. When she was through I did say one thing about my H. "Do you think he still loves me?"
It is not about what you feel should work in your M. It is about doing the work that gets the right results. Do what works!