Lyric discussion by mattharps 

Cover art for Xmas Curtain lyrics by My Morning Jacket

i think the song is saying that he and j would pay for the finer things in life but they cant afford them so they have to steal them and the law and authorities frown upon that yet these people can go and pay for prostitution. theyre "criminals that never break the law" because they would pay for those finer things that other people have but dont have the money and the authority figures are "criminals that never break the law" because prostitution is illegal yet sex should be free so these are their ways of justifying what they are doing. i dont know what the christmas curtain is though.