Baubles have evolved a lot over the years, but they originated as spherical traps people hung on tree branches in order to catch forest pixies. People were curious, that's all. They wanted to see what pixies were all about. And they almost always remembered to put air-holes in the baubles.
Modern-day Christmas baubles are usually hollow, but 98% of them do not contain pixies.
Functionally, they bear little resemblance to their original purpose, as magical prisons. However, if you happen to come across the 2%, the baubles which do have pixies inside.... Well, it's impossible to find out unless you break one open. And if you do open one, there's every chance you'll just set free an angry pixie, who may bite you until you die, or curse you to never again be able to tell your left from right.
This presents an ethical dilemma. On the off chance there is a tiny creature trapped inside, you can't just leave it there, but you also don't want it to get out and blame you for its entrapment.
The solution is simple. Just prick the skin of the bauble several times with a pin. That way, there'll at least be air-holes. Can't say you're not charitable. After all, you could've just walked away. Anyway, chances are there's no pixie inside. But better to be safe than sorry.