Perhaps they could be connected if 'A Christmas Story' features the song 'We Wish You a Merry Christmas' or if the mood and spirit of the song match the story's atmosphere. It could also be that they are both part of a Christmas-themed collection or playlist.
There could be a connection if the characters in 'A Christmas Story' sing or listen to 'We Wish You a Merry Christmas'. Maybe the song plays in the background during a key scene or it's used to enhance the festive feel of the story.