I actually wondered about Santa Claus and how he would go about performing his duties on Christmas on this very forum a few months ago. The general consensus is that it's like a work week for him since the different worlds have different time zones (at least, that's what most think).
The thing with the world order is that it's primarily set up to PREVENT more dangerous foes from causing a disturbance in other worlds. So only a select few knowing about the existence of other worlds outside of their own would make it easier to keep the balance between light and dark. Since Santa Claus is a powerful individual and is a good person, reason comes to stand he would know about other worlds simply due to his profession. But him going out to deliver presents isn't something that's going to really shatter the world order, as it's likely he was doing it centuries before it was instated.
Prior to Bbs, Xehanort BROKE the world order by telling Maleficent of things she wasn't privy to, (the keyblade, seven princesses, etc.) and because of that interaction she's been a reoccurring threat in the series, notably for her planetary genocide in KH1. And it is because of her knowledge she spread this secret information to others, causing a lot of headaches for the guardians of light.