No, I assumed the story of Santa was like any fairytale (Cinderella, Little Mermaid, Goldilocks).
I mean, did anyone here actually believe there really existed a Little Red Riding Hood and a wolf at any point in your life? lol
This, I don't think any kid around here truly believed here but it's a fun story and folklore to tell, same way Greek Mythology or campfire stories, urban legends, or local folklore here in Scotland.
Like in Scotland their's folklore about a Fey species/household spirits named Broonies, similar to Hobgoblins that if you leave out a bowl of milk or cream, will help clean your house during the night, but if your lazy or expect them to due all the work, will prank you and teach you a lesson in responsibility or just leave if they feel not appreciated.
Or the Pixie festival around the Cornwall and Devon area.
Very few people believe in it, same with say Gnomes, Red caps, pixies etc, but their still fun, it's fun to fantasise, it's fun to create stories and fantasy like it would any story for the media or for fun. And for me personally, I like reading up into the the lores and folklores or different people because it's fascinating to see the origins of beliefs and tales.
Like Goldilocks you mentioned, she's actually a more recent addition of the tale (and is supposed to be the actual antagonist), it earlier versions, it was either a fox named Scrapefoot who broke into the bears castle or an Old woman (who in this version the bears aren't a family, just bachelors) who in one versions is impaled on St Paul's Cathedral at the end.
Or Riding Hood and how the Huntsman is a new addition to give the story a happy ending or how Snow White MIGHT have actually been real, with it debated the story of Snow White being based on the real life story of Maria Sophia von Erthal or Margaretha von Waldeck as well as taking ques and ideas from the story of Chione from Ovid's Metamorphoses. You'd be surprised how long complex the evolution of Santa as he is now was (note like how Father Christmas and Santa ARE NOT the same person).
Let people have fun, like Halloween, stories about elves, flying sleighs and magical body shifting abilities (personally always liked it more when Santa is also a "Jolly old elf").