Since male reindeer lose their antlers in December.
This is a very sensitive subject. It is very similar to the "Tip toe through the tulips" song. How can one "tip toe" through the tulips? Look at it from the tulips point of view.
Perhaps Santa has a special kind of reindeer. How do you think the reindeers would feel if they knew we were talking about their antlers?
"Rudolf" is a male name, so either (s)he has gender identity problems, or else at least one of the reindeer is male ;-))
By the way this is what Snoopes have to say about it: Santa's Reindeer