Your wife is convinced she is doing the right thing and protecting her child by not celebrating Christmas. Although I tried, I was not able to find any association between a pagan religion that preceded Christmas and satanism. Rather than look for a divorce attorney at this point, you might be better served to consult a marriage counselor as well as a religious adviser from the denomination to which your wife belongs.
Your wife lied by omission and cheated, and all you have to show for it is an indictment of your particular way of having sex. If you imagined never being able to trust her again after that, it would be completely understandable. The story, as you portray it, has no mutually satisfying conclusion. You caught her and instead of contrition, she gave you a critique. It is disappointing, disturbing even,
What the bartender and your husband are doing is inappropriate. It might be worthwhile to ask her employer whether there are any rules about their staff socializing with patrons outside the establishment.