The character of the Advent season reflects the meaning of the word Advent.
Advent comes from the Latin word advenio, meaning to come. By the very name of the season, the Church calls us to reflect on the two comings of Christ: at the end of time and in His birth at Bethlehem.
Such a timely, good question, and one that I have wondered about myself.
Once, I stopped by a coffeehouse to enjoy coffee with a good book and saw that they were selling chocolate Advent calendars. To me, it made for a curious sight — a secular coffeehouse chain selling a seeming religious item.
Instructing the early Christians on death, St. Paul reminded them that to be with the Lord, we must die here on earth (2 Corinthians 5:1-10). After receiving recompense for what we did in this life, we wait with the Lord for the end of the world. Then, as St. Paul stated, we will receive our bodies back from the Lord incorruptible so that we may dwell with Him in the new heavens and new earth forever (1 Corinthians 15:50-55; Revelation 21:1-8).
Devotion to the Infant King of Heaven and Earth is a beautiful, Scripture-based devotion. Origins of such a devotion can be found in Isaiah's prophecy of a new shoot coming forth from the stump of David's father, Jesse. The Spirit of the Lord, it is prophesied, will come to rest upon this new ruler (Isaiah 11:1-2). This prophecy comes true in Jesus, whom the Angels declare to the shepherds on the night of His birth as Messiah and Lord (Luke 2:11).
Bury my body wherever you will; let not care of it cause you any concern. One thing only I ask you, that you remember me at the altar of the Lord wherever you may be." — St. Monica, as recorded in the "Confessions" of St. Augustine