I love novelty and/or interestingly-designed chess sets (purely for aesthetics, I don’t play), and nativity scenes are very much in the same vein as a set convention of role pieces that can be played with for artistic or commentary purposes. If I had infinite money and display space, I can see having collections of both.
I unironically love that “bauhaus nativity” that makes the rounds every so often. If I felt the need to have a nativity display in my home, that’s the one I’d pick.