Because Saints can do that stuff.
Sometimes it's called levitation - or in the case of St. Nicholas - one may trace the tradition all the way back to the story of how the Saint appeared in the air to some sailors facing ship wreck who had sought his intercession. In response to their desperate prayers, the Holy Bishop guided them ashore to safety.
Why does Santa deliver gifts in secret?
Because once upon a time, in the dark of the night, St. Nicholas secretly gave dowries to three poor girls whose father would have had to leave them to prostitution due to the fact he didn't have the means to give them away in marriage.
Why does Santa seem to be a kid thing?
Oh that's because St. Nicholas once saved three little boys who had been murdered and pickled by a horribly perverted, child-molester man. Yes. He restored them to life. He still loves little children and helps those who suffer in any way - but he especially assists those who continue to bear the wounds of childhood trauma and abuse well into adulthood.
Happy St. Nicholas Day!
Art: St. Nicholas rescues the ship wrecked sailors. Read more here. And there is a new film about him as well - find out about it here.