In it, but not of it. TPM DC

Inhofe: I Would Expect 'Holiday' Parade In Other States -- But Not Oklahoma (VIDEO)

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Gretchen Carlson then wondered why Christianity keeps getting picked on, while other religious occasions are tolerated and accepted. Inhofe responded by citing the opinion of a prominent Democrat who appears frequently on Fox News.

"You know, your good friend who's been on your program many times, Lanny Davis," said Inhofe. "I was on a program with him last week. He's Jewish. He's very liberal. He's from the Clinton White House. And he agrees with me. So I don't know why that is. I think there are a lot of people in other states who wonder also: Why do they always pick on the Christians?"

As the Tulsa World reported last week, Inhofe explained why he has made this decision:

"I did not do so last year because I'm not going to ride in a Christmas parade that doesn't recognize Christmas," he said. "I am hopeful that the good people of Tulsa and the city's leadership will demand a correction to this shameful attempt to take Christ, the true reason for our celebration, out of the parade's title. Until the parade is again named the Christmas Parade of Lights, I will not participate."