I receive 13 religious, sick, emergency paid days off. Our handbook does not say which religious days can be used.

I asked for Chrismas Eve off and was told I could have it paid if I could prove the company granted it to another employee. There was no way I could do this.

Is that legal?

Christmas Eve is not a holiday. Christmas Day is the holiday. What makes you think Christmas Eve is a holiday?

Christmas Eve is not a paid holiday to anyone I know.
Some people take it off as a personal day or vaction day.

Christmas Day is a religious holiday, but not Christmas Eve.