: However what I do believe in this instance
: is that by calling it a Christmas concert
: the only issue is that someone's feelings
: get hurt.
Absolutely wrong. The issue has nothing to do with hurting someone's feelings. It has everything to do with potentially expecting students whose families see it as an affront to their religious freedom by having them potentially forced to participate in what they see as an event that is a religious celebration that goes against their beliefs. Christmas itself is generally thought to celebrate the birth of Christ. That's about as religious as you can get.
You and your students can call the concert whatever you wish. But the minute you attach a religious connotation to it such as calling it a Christmas Concert, you open yourselves up to all kinds of potential problems if you have students in your band whose family happens to be Jehovah Witnesses, Muslims, atheists, or whatever else is out there. It's a risk.
The beliefs of our students' families must be respected, even if we don't agree with what they believe. Mindfulness is really a good way to go as doing the opposite puts you in a legally losing situation if push comes to shove.