The parties themselves are not very special. Certainly not worth paying extra for . . . UNLESS . . . you don't already have admission into the parks for the day.
The cost of the event is low compared to the approximate 8 hours you can squeeze out of it. Therefore, if you are in the area and wanted to visit the parks, but don't want to pay full fare for the day, you can buy a Very Merry Christmas Party ticket and enjoy the park in the evening.
On our last trip to Orlando, we bought Not So Scary Halloween Party tickets specifically so we could go see the Magic Kingdom. We did not have regular park tickets for the day. It was a great way to spend the evening in the park with fewer people than are in the park during the day and MUCH shorter lines for the rides.