This Krampus is a Austro-Bavarian Alpine folklore
Original a Demon/Devil, who during the 5 December, punishes children who have misbehaved, While Saint Nicholas rewards the well-behaved with gifts.
So Austro or Bavarian emigrants could bring tradition of Krampus and Saint Nicholas to USA
The locals could replace Saint Nicholas by Santa Claus, instead he bringing coal to children who have misbehaved, now the Krampus deal with them.