Oaxaca and Guanajuato are two states in Mexico that often feature the devil in nativities. There are two theories for this:
One, the devil tried to distract the three kings on their trip to Jesus. When that failed, he joined their travels and was present at Jesus’ birth.
Two, the devil knew his rule was over so he came to Jesus’ birth to give up his control.
Either way, it can be comical to see the devil with baby Jesus!