Rabbi Joshua Eli Plaut, rabbi of Metropolitan Synagogue in New York, interviewed by Jamie Lauren Keiles from Vox, says
In Chinese-American cooking, if there is any pork [which is not a kosher food], it is usually concealed inside something, like a wonton. A lot of Jews back then — and even now — kept strict kosher inside the home but were more flexible with foods they ate at restaurants. Sociologist Gaye Tuchman wrote about this practice. She described [the plausible deniability of non-kosher ingredients] as safe treyf. [Treyf is the Yiddish word for non-kosher.] A lot of Jews considered the pork in Chinese food to be safe treyf, because they couldn’t see it. That made it easier to eat.
I always thought the only reason it was Chinese food is because there was only Chinese restaurants open on Christmas Eve back then. I didn't realize there is another reason that made it a tradition.